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2 - Arbitrage-Free Bond Markets

from Part I - Bond Market in Discrete Time

Published online by Cambridge University Press:  06 April 2020

Michał Barski  and
Jerzy Zabczyk
Michał Barski
Affiliation:
Uniwersytet Warszawski, Poland
Jerzy Zabczyk
Affiliation:
Polish Academy of Sciences
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Mathematics of the Bond Market , pp. 23 - 64
Publisher: Cambridge University Press
Print publication year: 2020

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