From structural assumptions to a link between assets and interest rates
type: Item
instance of: scholarly article
title: From structural assumptions to a link between assets and interest rates
zbMATH Open document ID: 1162.91351
author: Oliver Reiß
author: Martin Schweizer
author: John Schoenmakers
publication date: 2008-12-12T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 5382220
zbMATH Keywords: assets
zbMATH Keywords: interest rates
zbMATH Keywords: testable relation
zbMATH Keywords: asset index
zbMATH Keywords: volatility structure
zbMATH Keywords: short rate
zbMATH Keywords: homogeneous
MaRDI profile type: Publication
full work available at URL: j.jedc.2005.12.006
OpenAlex ID: W2081278398
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DOI: 10.1016/J.JEDC.2005.12.006
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 5382220