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 Systems Science and Mathematical Sciences ›› 2002, Vol. 22 ›› Issue (3) : 285-295.
NO-ARBITRAGE ANALYSIS FOR THE TERM STRUCTURE OF INTEREST RATES IN MARKETS WITH FRICTIONS
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