On the behavior of the long term rate in a no arbitrage framework

Geman, Hélyette and Nicole, El-K. and Frachot, A. (1997) On the behavior of the long term rate in a no arbitrage framework. Review of Derivatives Research 1 , pp. 351-369. ISSN 1380-6645.

Full text not available from this repository.

Official URL: https://www.springerprofessional.de/en/review-of-d...

Metadata

Item Type:	Article
School:	Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School
Depositing User:	Sarah Hall
Date Deposited:	15 Jun 2020 15:11
Last Modified:	02 Aug 2023 18:00
URI:	https://eprints.bbk.ac.uk/id/eprint/32265

Statistics

Archive Staff Only (login required)

Edit/View Item