On incompleteness of bond markets with infinite number of random factors
Michał Barski; Jacek Jakubowski; Jerzy Zabczyk
| Year of publication: |
2011
|
|---|---|
| Authors: | Barski, Michał ; Jakubowski, Jacek ; Zabczyk, Jerzy |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 21.2011, 3, p. 541-556
|
| Subject: | Zero-Bond | Zero-coupon bond | Rentenmarkt | Bond market | Unvollkommener Markt | Incomplete market | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009156015