COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS (Q2786029): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID: 0812.1796 / rank | |||
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| Property / cites work: Lévy Processes and Stochastic Calculus / rank | |||
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| Property / cites work: Towards a general theory of bond markets / rank | |||
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| Property / cites work: Bond Market Structure in the Presence of Marked Point Processes / rank | |||
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| Property / cites work: Lévy term structure models: no-arbitrage and completeness / rank | |||
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| Property / cites work: Bond market completeness and attainable contingent claims / rank | |||
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| Property / cites work: Functional Analysis / rank | |||
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Latest revision as of 04:51, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS |
scientific article |
Statements
COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS (English)
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16 September 2010
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bond market
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completeness
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Lévy term structure
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