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Log‐Normality And Arbitrage Free Bounds On The Distribution Range Of Zero‐Coupon Pure Discount Bond Returns

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  • Arun J. Prakash
  • Michael W. Smyser
  • Shahid S. Hamid

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  • Arun J. Prakash & Michael W. Smyser & Shahid S. Hamid, 1995. "Log‐Normality And Arbitrage Free Bounds On The Distribution Range Of Zero‐Coupon Pure Discount Bond Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(6), pages 769-788, September.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:6:p:769-788
    DOI: 10.1111/j.1468-5957.1995.tb00388.x
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    References listed on IDEAS

    as
    1. Carmelo Giaccotto, 1989. "Compounding and Discounting With Stochastic Interest Rates," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 16(5), pages 745-769, December.
    2. Mishkin, Frederic S., 1990. "What does the term structure tell us about future inflation?," Journal of Monetary Economics, Elsevier, vol. 25(1), pages 77-95, January.
    3. Hull, John & White, Alan, 1990. "Pricing Interest-Rate-Derivative Securities," The Review of Financial Studies, Society for Financial Studies, vol. 3(4), pages 573-592.
    4. Marsh, Terry A & Rosenfeld, Eric R, 1983. "Stochastic Processes for Interest Rates and Equilibrium Bond Prices," Journal of Finance, American Finance Association, vol. 38(2), pages 635-646, May.
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