Matches in SemOpenAlex for { <https://semopenalex.org/work/W1870008788> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W1870008788 abstract "The main goal of this work is to re-examine and extend certain results from the papers by Galluccio et al. [5] and Pietersz and van Regenmortel [14]. We will attempt to give the necessary and su‐cient conditions for a family of swaps to be supported by a positive family of traded bonds. We will also derive the joint dynamics of a family of forward swap rates under a single probability measure and we will show that it can be uniquely determined by a family of ‘volatility’ processes." @default.
- W1870008788 created "2016-06-24" @default.
- W1870008788 creator A5046416306 @default.
- W1870008788 creator A5076553978 @default.
- W1870008788 date "2012-11-02" @default.
- W1870008788 modified "2023-09-27" @default.
- W1870008788 title "ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP RATES" @default.
- W1870008788 cites W1581351691 @default.
- W1870008788 cites W1998548744 @default.
- W1870008788 cites W2039402606 @default.
- W1870008788 cites W2043034463 @default.
- W1870008788 cites W2047010984 @default.
- W1870008788 cites W2089410075 @default.
- W1870008788 cites W2091906674 @default.
- W1870008788 cites W2098178540 @default.
- W1870008788 cites W2117202489 @default.
- W1870008788 cites W2125577528 @default.
- W1870008788 cites W2142667635 @default.
- W1870008788 cites W2152360916 @default.
- W1870008788 cites W2152581548 @default.
- W1870008788 cites W2170270831 @default.
- W1870008788 cites W2913240118 @default.
- W1870008788 cites W3125207055 @default.
- W1870008788 cites W3125632163 @default.
- W1870008788 cites W4292070138 @default.
- W1870008788 doi "https://doi.org/10.1111/mafi.12001" @default.
- W1870008788 hasPublicationYear "2012" @default.
- W1870008788 type Work @default.
- W1870008788 sameAs 1870008788 @default.
- W1870008788 citedByCount "0" @default.
- W1870008788 crossrefType "journal-article" @default.
- W1870008788 hasAuthorship W1870008788A5046416306 @default.
- W1870008788 hasAuthorship W1870008788A5076553978 @default.
- W1870008788 hasConcept C10138342 @default.
- W1870008788 hasConcept C106159729 @default.
- W1870008788 hasConcept C144237770 @default.
- W1870008788 hasConcept C149782125 @default.
- W1870008788 hasConcept C162118730 @default.
- W1870008788 hasConcept C162324750 @default.
- W1870008788 hasConcept C165603445 @default.
- W1870008788 hasConcept C192620184 @default.
- W1870008788 hasConcept C24189920 @default.
- W1870008788 hasConcept C41008148 @default.
- W1870008788 hasConcept C69738904 @default.
- W1870008788 hasConcept C91602232 @default.
- W1870008788 hasConcept C99560960 @default.
- W1870008788 hasConcept C99821215 @default.
- W1870008788 hasConceptScore W1870008788C10138342 @default.
- W1870008788 hasConceptScore W1870008788C106159729 @default.
- W1870008788 hasConceptScore W1870008788C144237770 @default.
- W1870008788 hasConceptScore W1870008788C149782125 @default.
- W1870008788 hasConceptScore W1870008788C162118730 @default.
- W1870008788 hasConceptScore W1870008788C162324750 @default.
- W1870008788 hasConceptScore W1870008788C165603445 @default.
- W1870008788 hasConceptScore W1870008788C192620184 @default.
- W1870008788 hasConceptScore W1870008788C24189920 @default.
- W1870008788 hasConceptScore W1870008788C41008148 @default.
- W1870008788 hasConceptScore W1870008788C69738904 @default.
- W1870008788 hasConceptScore W1870008788C91602232 @default.
- W1870008788 hasConceptScore W1870008788C99560960 @default.
- W1870008788 hasConceptScore W1870008788C99821215 @default.
- W1870008788 hasLocation W18700087881 @default.
- W1870008788 hasOpenAccess W1870008788 @default.
- W1870008788 hasPrimaryLocation W18700087881 @default.
- W1870008788 hasRelatedWork W1493576145 @default.
- W1870008788 hasRelatedWork W1587063512 @default.
- W1870008788 hasRelatedWork W1594057499 @default.
- W1870008788 hasRelatedWork W1604699600 @default.
- W1870008788 hasRelatedWork W2053284175 @default.
- W1870008788 hasRelatedWork W2066398878 @default.
- W1870008788 hasRelatedWork W2094624094 @default.
- W1870008788 hasRelatedWork W2125883264 @default.
- W1870008788 hasRelatedWork W2152245377 @default.
- W1870008788 hasRelatedWork W2202163194 @default.
- W1870008788 hasRelatedWork W2288123472 @default.
- W1870008788 hasRelatedWork W2441338821 @default.
- W1870008788 hasRelatedWork W2730283745 @default.
- W1870008788 hasRelatedWork W2913692319 @default.
- W1870008788 hasRelatedWork W3082450002 @default.
- W1870008788 hasRelatedWork W3121582281 @default.
- W1870008788 hasRelatedWork W93606612 @default.
- W1870008788 hasRelatedWork W957026541 @default.
- W1870008788 hasRelatedWork W2519942511 @default.
- W1870008788 hasRelatedWork W3123585164 @default.
- W1870008788 isParatext "false" @default.
- W1870008788 isRetracted "false" @default.
- W1870008788 magId "1870008788" @default.
- W1870008788 workType "article" @default.