Pages that link to "Item:Q1767760"
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The following pages link to On arbitrage and Markovian short rates in fractional bond markets (Q1767760):
Displaying 4 items.
- Fractional term structure models: No-arbitrage and consistency (Q835070) (← links)
- Self-financing trading strategies for sliding, rolling-horizon, and consol bonds (Q2757309) (← links)
- Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates (Q4541583) (← links)
- Markovian short rates in multidimensional term structure Lévy models (Q4989145) (← links)