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084040 (E51, E10) Some remarks on modelling the term structure of interest rates : Franke G. The Geneva papers on risk and insurance theory 21, 29–33 (1996)


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
89 KB
Volume
19
Category
Article
ISSN
0167-6687

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084041 (E51,E10) The term structure of i
📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 176 KB

4 bstracts and Reviews 267 concept of linear stochastic dominance is sufficient to generate the desired result. These results are linked to existing sufficient conditions in the one safe-one risky asset model, as the condition of strong increase in risk or the monotone likelihood ratio order. They a