Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates (Q2831007)
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scientific article; zbMATH DE number 6646429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates |
scientific article; zbMATH DE number 6646429 |
Statements
1 November 2016
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term structure
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interest rates
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yields
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bonds
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linear price model
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Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates (English)
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