Abstract
This paper derives domain restrictions on interest rates implied by no-arbitrage. These restrictions are important for the study of arbitrage opportunities on bond markets, for regulation of these markets, and for econometric modelling.
Original language | English |
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Pages (from-to) | 281-291 |
Number of pages | 10 |
Journal | Mathematical Finance |
Volume | 21 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1 Jan 2011 |