GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY (Q4906545)
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scientific article; zbMATH DE number 6139597
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY |
scientific article; zbMATH DE number 6139597 |
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GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY (English)
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28 February 2013
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Dybvig-Ingersoll-Ross theorem
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interest rate models
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long-time forward rate
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long-time zero-coupon rate
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asymptotic monotonicity
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asymptotic minimality
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