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In-Arrears Term Structure Products: No Arbitrage Pricing Bounds and the Convexity Adjustments
1 of 17 checkable references need attention · checked 2026-08-27
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.1088/1469-7688/1/1/301
The 16 checked references that resolve
resolves10.1016/s0304-405x(97)00007-x
On biases in tests of the expectations hypothesis of the term structure of interest rates
resolves10.1111/j.1540-6261.1981.tb04884.x
A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates
resolves10.2139/ssrn.2417268
Expectation Hypothesis Bias: Risk Aversion versus Stochastic Adjustments
resolves10.1007/s10436-006-0040-4
New No-arbitrage Conditions and the Term Structure of Interest Rate Futures
resolves10.1111/j.1540-6261.1997.tb03823.x
Closed Form Solutions for Term Structure Derivatives with Log‐Normal Interest Rates
The 6 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref2
no DOI — not checkedref14
no DOI — not checkedref16
no DOI — not checkedConvexity Adjustments and Forward Libor Model: Case of Constant Maturity Swaps
no DOI — not checkedExact Pricing Formula for Caps and Floors in Arrears
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