Bond Market Structure in the Presence of Marked Point Processes (Q4372050): Difference between revisions
From MaRDI portal
Removed claims |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Thomas Björk / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Youri M.Kabanov / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9965.00031 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2168672487 / rank | |||
Normal rank | |||
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)
0 references
21 January 1998
0 references
bond market
0 references
term structure of interest rtes
0 references
jump-diffusion model
0 references
measure-valued portfolio
0 references
arbitrage
0 references
market completeness
0 references
martingale operator
0 references
hedging operator
0 references
affine term structure
0 references
