Arbitrage opportunities in arbitrage-free models of bond pricing

Journal of Business and Economic Statistics

Volumn 16, Issue 1, 1998, Pages 13-26

  Backus, David ^a   Foresi, Silverio ^b   Zin, Stanley ^c  

^a NEW YORK UNIVERSITY   (United States)

^b Salomon Brothers Inc   (United States)

^c CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Fixed income derivatives; Options; Pricing kernel; State contingent claims

Indexed keywords

EID: 0032338154     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1998.10524731     Document Type: Article

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