TERM STRUCTURE OF INTEREST-RATES - THE MARTINGALE APPROACH

被引：18

作者：

ARTZNER, P

DELBAEN, F

机构：

[1] UNIV STRASBOURG 1,CTR RECH SCI GEST,F-67084 STRASBOURG,FRANCE

[2] VRIJE UNIV BRUSSEL,INST ACTUARIAL SCI,DEPT MATH & INFORMAT SCI,B-1050 BRUSSELS,BELGIUM

来源：

关键词：

D O I：

10.1016/0196-8858(89)90005-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：95 / 129

页数：35

共 12 条

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[6] MARTINGALES AND ARBITRAGE IN MULTIPERIOD SECURITIES MARKETS [J].

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[8]

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[9]

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[10]

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