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~person:"Herwartz, Helmut"
~person:"Miltersen, Kristian R."
~subject:"2000-2008"
~subject:"Arbitrage pricing"
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Arbitrage pricing
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Herwartz, Helmut
Miltersen, Kristian R.
Schoenmakers, John
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ECONIS (ZBW)
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A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure
Blaskowitz, Oliver Jim
-
2009
Persistent link: https://www.econbiz.de/10003934002
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2
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
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