COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS (Q2786029): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
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+.1796
@@ Property / arXiv ID: 0812.1796 / rank @@
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@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Towards a general theory of bond markets
@@ Property / cites work: Towards a general theory of bond markets / rank @@
+Normal rank
@@ Property / cites work @@
+Bond Market Structure in the Presence of Marked Point Processes
+Normal rank
@@ Property / cites work @@
+Lévy term structure models: no-arbitrage and completeness
+Normal rank
@@ Property / cites work @@
+Bond market completeness and attainable contingent claims
+Normal rank
@@ Property / cites work @@
+Functional Analysis
@@ Property / cites work: Functional Analysis / rank @@
+Normal rank