COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS
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Publication:2786029
DOI10.1142/S0219024910005942zbMath1233.91101arXiv0812.1796MaRDI QIDQ2786029
Publication date: 16 September 2010
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0812.1796
91B24: Microeconomic theory (price theory and economic markets)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G57: Random measures
91G10: Portfolio theory
91G40: Credit risk
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