PRICE‐ADMISSIBILITY CONDITIONS FOR ARBITRAGE‐FREE LINEAR PRICE FUNCTION MODELS FOR THE TERM STRUCTURE OF INTEREST RATES

Publisher： John Wiley & Sons Inc

E-ISSN： 1467-9965|26|4|919-938

ISSN： 0960-1627

Source： MATHEMATICAL FINANCE, Vol.26, Iss.4, 2016-10, pp. : 919-938

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