Towards a general theory of bond markets (Q1367703): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s007800050020 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1999354010 / rank | |||
Normal rank | |||
Latest revision as of 20:54, 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)
0 references
4 June 1998
0 references
bond market
0 references
term structure of interest rates
0 references
stochastic integral
0 references
Banach space-valued integrators
0 references
measure-valued portfolio
0 references
jump-diffusion model
0 references
martingale measure
0 references
arbitrage
0 references
market completeness
0 references
