NDLI: DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE

Content Provider	Scilit
Author	Gouriéroux, C. Monfort, A.
Copyright Year	2010
Description	Journal: Mathematical Finance
Ending Page	291
Starting Page	281
ISSN	2573508X
e-ISSN	14679965
DOI	10.1111/j.1467-9965.2010.00429.x
Journal	Mathematical Finance
Issue Number	2
Volume Number	21
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2010-09-22
Access Restriction	Open
Subject Keyword	Journal: Mathematical Finance Arbitrage Free Interest Rates Affine Term Structure Brennan–schwartz Model
Content Type	Text
Resource Type	Article
Subject	Finance Applied Mathematics Accounting Social Sciences Economics and Econometrics

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DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE