CONSISTENT PARALLEL AND PROPORTIONAL SHIFTS IN THE TERM STRUCTURE OF FUTURES PRICES (Q5245891)
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scientific article; zbMATH DE number 6425390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONSISTENT PARALLEL AND PROPORTIONAL SHIFTS IN THE TERM STRUCTURE OF FUTURES PRICES |
scientific article; zbMATH DE number 6425390 |
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CONSISTENT PARALLEL AND PROPORTIONAL SHIFTS IN THE TERM STRUCTURE OF FUTURES PRICES (English)
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15 April 2015
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term structure
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futures prices
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parallel shift
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consistent
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affine
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