Bond Market Structure in the Presence of Marked Point Processes (Q4372050): Difference between revisions
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| Property / author: Youri M.Kabanov / rank | |||
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Latest revision as of 01:37, 20 March 2024
scientific article; zbMATH DE number 1106733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bond Market Structure in the Presence of Marked Point Processes |
scientific article; zbMATH DE number 1106733 |
Statements
Bond Market Structure in the Presence of Marked Point Processes (English)
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21 January 1998
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bond market
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term structure of interest rtes
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jump-diffusion model
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measure-valued portfolio
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arbitrage
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market completeness
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martingale operator
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hedging operator
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affine term structure
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