Term Structure of Interest Rates and Implied Market Frictions: The Min--Max Approach
Year of publication: |
2003
|
---|---|
Authors: | Ioffe, Ioulia D. ; Prisman, Eliezer Z. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 49.2003, 7, p. 965-978
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | Arbitrage | Term Structure | Interest Rates | Implied Market Functions | Min-Max |
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