No Arbitrage Theory for Bond Markets
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Publication:4976509
DOI10.1007/978-3-319-45875-5_17zbMath1367.91183OpenAlexW2559390260MaRDI QIDQ4976509
Josef Teichmann, Irene Klein, Thorsten Schmidt
Publication date: 31 July 2017
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-45875-5_17
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (9)
Term structure modeling under volatility uncertainty ⋮ General dynamic term structures under default risk ⋮ A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets ⋮ DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES ⋮ Term structure modeling with overnight rates beyond stochastic continuity ⋮ DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM ⋮ Arbitrage concepts under trading restrictions in discrete-time financial markets ⋮ A Unified View of LIBOR Models ⋮ Term structure modelling for multiple curves with stochastic discontinuities
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