An arbitrage theory of the term structure of interest rates (Q1345575)
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scientific article; zbMATH DE number 731960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An arbitrage theory of the term structure of interest rates |
scientific article; zbMATH DE number 731960 |
Statements
An arbitrage theory of the term structure of interest rates (English)
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7 August 1995
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sufficient conditions
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stochastic forward rates
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discounted bond price processes
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stochastic differential equations
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continuous local martingales
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