Towards a general theory of bond markets

DOI10.1007/s007800050020zbMath0889.90019OpenAlexW1999354010MaRDI QIDQ1367703

Giovanni B. Di Masi, Thomas Björk, Youri M.Kabanov, Wolfgang J. Runggaldier

Publication date: 4 June 1998

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800050020

zbMATH Keywords

bond marketterm structure of interest ratesmartingale measurearbitragemarket completenessstochastic integraljump-diffusion modelBanach space-valued integratorsmeasure-valued portfolio

Mathematics Subject Classification ID

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