Arbitrage opportunities in arbitrage-free models of bond pricing
By: David Backus, Silverio Foresi, Stanley Zin.
Contributors: Foresi, Silverio.; Zin, Stanley E.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 5638; Working paper series (National Bureau of Economic Research) -- working paper no. 5638.
Publisher: National Bureau of Economic Research
Published: 1996
Place of publication: Cambridge, MA
Language: eng
Number of pages: 39
Subjects: Bonds -- Prices -- Mathematical models.; Bonds -- Valuation -- Mathematical models.
Notes: "June 1996."

Includes bibliographical references (p. 28-29).

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