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

Geman, Helyette 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.

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Item Type:	Article
School:	School of Business, Economics & Informatics > Economics, Mathematics and Statistics
Depositing User:	Sarah Hall
Date Deposited:	15 Jun 2020 15:11
Last Modified:	15 Jun 2020 15:11
URI:	https://eprints.bbk.ac.uk/id/eprint/32265

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