Towards a general theory of bond markets (Q1367703): Difference between revisions
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| Property / author: Thomas Björk / rank | |||
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| Property / author: Giovanni B. Di Masi / rank | |||
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| Property / author: Q287661 / rank | |||
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| Property / author: Wolfgang J. Runggaldier / rank | |||
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| Property / author: Thomas Björk / rank | |||
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| Property / author: Giovanni B. Di Masi / rank | |||
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| Property / author: Youri M.Kabanov / rank | |||
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| Property / author: Wolfgang J. Runggaldier / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s007800050020 / rank | |||
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| Property / OpenAlex ID: W1999354010 / rank | |||
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Latest revision as of 19:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards a general theory of bond markets |
scientific article |
Statements
Towards a general theory of bond markets (English)
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4 June 1998
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bond market
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term structure of interest rates
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stochastic integral
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Banach space-valued integrators
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measure-valued portfolio
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jump-diffusion model
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martingale measure
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arbitrage
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market completeness
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