A note on arbitrage in term structure (Q940999)
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scientific article; zbMATH DE number 5320826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on arbitrage in term structure |
scientific article; zbMATH DE number 5320826 |
Statements
A note on arbitrage in term structure (English)
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4 September 2008
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arbitrage
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term structure
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large financial markets
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Kakutani theorem
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Gaussian random variables
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0.9218989
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0.9057709
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0.87182367
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0.8690375
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0.8538613
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