COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS (Q2786029): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 0812.1796 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Lévy Processes and Stochastic Calculus / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Towards a general theory of bond markets / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Bond Market Structure in the Presence of Marked Point Processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Lévy term structure models: no-arbitrage and completeness / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Bond market completeness and attainable contingent claims / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Functional Analysis / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
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)
0 references
16 September 2010
0 references
bond market
0 references
completeness
0 references
Lévy term structure
0 references