An arbitrage theory of the term structure of interest rates
type: Item
instance of: scholarly article
title: An arbitrage theory of the term structure of interest rates
zbMATH Open document ID: 0818.90008
author: Kristian R. Miltersen
published in: The Annals of Applied Probability
publication date: 1995-08-07T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 731960
zbMATH Keywords: sufficient conditions
zbMATH Keywords: stochastic forward rates
zbMATH Keywords: discounted bond price processes
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: continuous local martingales
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177004898
OpenAlex ID: W2094466415
DOI: 10.1214/AOAP/1177004898
description: scientific article; zbMATH DE number 731960