A continuous-time model for reinvestment risk in bond markets (Q3404102): Difference between revisions

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+Arbitrage Theory in Continuous Time
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+Bond Market Structure in the Presence of Marked Point Processes
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+A Discrete-Time Model for Reinvestment Risk in Bond Markets
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+On transformations of actuarial valuation principles.
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+Risk-minimizing hedging strategies for insurance payment processes
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+Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds
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+RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION
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+On the minimal martingale measure and the möllmer-schweizer decomposition
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