Towards a general theory of bond markets (Q1367703)

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Towards a general theory of bond markets
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    Towards a general theory of bond markets (English)
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    4 June 1998
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    bond market
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    term structure of interest rates
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    stochastic integral
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    Banach space-valued integrators
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    measure-valued portfolio
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    jump-diffusion model
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    martingale measure
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    arbitrage
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    market completeness
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