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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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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