Gapeev, Pavel V. (2004) On arbitage and Markovian short rates for fractional bond markets. Statistics and Probability Letters, 70 (3). pp. 211-222. ISSN 0167-7152
| Item Type: | Article |
|---|---|
| Official URL: | http://www.sciencedirect.com/science/journal/01677... |
| Additional Information: | © 2004 Elsevier B.V. |
| Library of Congress subject classification: | H Social Sciences > HA Statistics |
| Sets: | Departments > Mathematics Research centres and groups > Computational, Discrete and Applicable Mathematics@LSE (CDAM) |
| Date Deposited: | 29 Jan 2008 |
| URL: | http://eprints.lse.ac.uk/3216/ |
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