Sequential arbitrage measurements and interest rate envelopes
type: Item
instance of: scholarly article
title: Sequential arbitrage measurements and interest rate envelopes
zbMATH Open document ID: 1159.91385
author: J. Martínez
published in: Journal of Optimization Theory and Applications
publication date: 2009-04-24T00:00:00Z
full work available at URL: http://hdl.handle.net/10016/14001
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 5547268
zbMATH Keywords: portfolio optimization
zbMATH Keywords: sequential arbitrage measurements
zbMATH Keywords: term structure of interest rates
zbMATH Keywords: embedded option premiums
MaRDI profile type: Publication
OpenAlex ID: W2149019310
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DOI: 10.1007/S10957-008-9391-5
description: scientific article; zbMATH DE number 5547268