Some results on strong solutions of SDEs with applications to interest rate models (Q885261): Difference between revisions

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+https://doi.org/10.1016/j.spa.2006.09.011
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+W2038471468
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+Interest rate models: an infinite dimensional stochastic analysis perspective
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+Stochastic Equations in Infinite Dimensions
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+Consistency problems for Heath-Jarrow-Morton interest rate models
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Calcul stochastique et problèmes de martingales
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+A market model for stochastic implied volatility
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+TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
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+Publication:885261