The equivalent martingale measure conditions in a general model for interest rates (Q5694151): Difference between revisions

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+Bond Market Structure in the Presence of Marked Point Processes
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+Towards a general theory of bond markets
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+MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH
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+A general version of the fundamental theorem of asset pricing
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+Martingales and stochastic integrals in the theory of continuous trading
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Q3774629
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+THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
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+Q3995465
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+Q3997782
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+Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes
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+Q4220653
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+Arbitrage et lois de martingale. (Arbitrage and martingale laws)
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