Term structure of interest rates: The martingale approach
- 31 March 1989
- journal article
- Published by Elsevier in Advances in Applied Mathematics
- Vol. 10 (1) , 95-129
- https://doi.org/10.1016/0196-8858(89)90005-5
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Martingales and arbitrage in multiperiod securities marketsJournal of Economic Theory, 1979
- An equilibrium characterization of the term structureJournal of Financial Economics, 1977