A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL (Q4419305)
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scientific article; zbMATH DE number 1963362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL |
scientific article; zbMATH DE number 1963362 |
Statements
A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL (English)
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13 August 2003
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Dybvig-Ingersoll-Ross theorem
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long forward rates
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interest rate models
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\(L^p\)-inequality
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