ESTIMATES OF THE SHORT-TERM RATE PROCESS IN AN ARBITRAGE-FREE FRAMEWORK (Q4653041)
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scientific article; zbMATH DE number 2139708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATES OF THE SHORT-TERM RATE PROCESS IN AN ARBITRAGE-FREE FRAMEWORK |
scientific article; zbMATH DE number 2139708 |
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ESTIMATES OF THE SHORT-TERM RATE PROCESS IN AN ARBITRAGE-FREE FRAMEWORK (English)
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28 February 2005
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Interest rates
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volatility
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risk premium
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arbitrage
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forward rate
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