On CIR Equations with General Factors (Q5112533): Difference between revisions

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+COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS
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+A note on generalized CIR equations
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+Q4888858
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+Towards a general theory of bond markets
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+Bond Market Structure in the Presence of Marked Point Processes
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+A Theory of the Term Structure of Interest Rates
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+Affine processes and applications in finance
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+Lévy term structure models: no-arbitrage and completeness
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+Term Structure Models Driven by General Levy Processes
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+A general characterization of one factor affine term structure models
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+Existence of Lévy term structure models
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+Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity
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+Markovian term structure models in discrete time
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+Stochastic equations of non-negative processes with jumps
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Exponential moments for HJM models with jumps
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+Foundations of Modern Probability
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+Comparison theorems for stochastic evolution equations
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+Stochastic Partial Differential Equations with Levy Noise
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+An equilibrium characterization of the term structure
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