NO-ARBITRAGE ANALYSIS FOR THE TERM STRUCTURE OF INTEREST RATES IN MARKETS WITH FRICTIONS

Zhong Fei LI;Shou Yang WANG;Xiao TIE DENG

Journal of System Science and Mathematical Science Chinese Series ›› 2002, Vol. 22 ›› Issue (3) : 285-295.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 2002, Vol. 22 ›› Issue (3) : 285-295. DOI: 10.12341/jssms09647
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NO-ARBITRAGE ANALYSIS FOR THE TERM STRUCTURE OF INTEREST RATES IN MARKETS WITH FRICTIONS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2002, 22(3): 285-295 https://doi.org/10.12341/jssms09647

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