A note on arbitrage in term structure
type: Item
instance of: scholarly article
title: A note on arbitrage in term structure
zbMATH Open document ID: 1142.91562
author: Miklós Rásonyi
published in: Decisions in Economics and Finance
publication date: 2008-09-04T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60G42
zbMATH DE Number: 5320826
zbMATH Keywords: arbitrage
zbMATH Keywords: term structure
zbMATH Keywords: large financial markets
zbMATH Keywords: Kakutani theorem
zbMATH Keywords: Gaussian random variables
MaRDI profile type: Publication
full work available at URL: s10203-007-0075-7
OpenAlex ID: W2046289372
cites work: STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING
cites work: Arbitrage Theory in Continuous Time
cites work: Equivalence and perpendicularity of Gaussian processes
cites work: Markovian term structure models in discrete time
cites work: Limiting connection between discrete and continuous time forward interest rate curve models
cites work: Forward interest rate curves in discrete time settings driven by random fields
cites work: Q3849294
cites work: A simple approach to arbitrage pricing theory
cites work: Asymptotic arbitrage in large financial markets
cites work: On equivalence of infinite product measures
cites work: Arbitrage pricing theory and risk-neutral measures
cites work: Q5657423
DOI: 10.1007/S10203-007-0075-7
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description: scientific article; zbMATH DE number 5320826