Pages that link to "Item:Q1367703"
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The following pages link to Towards a general theory of bond markets (Q1367703):
Displaying 50 items.
- On the closure in the emery topology of semimartingale wealth-process sets (Q363846) (← links)
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- Term structure modelling of defaultable bonds (Q375366) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
- A theory of bond portfolios (Q558672) (← links)
- Interest rate theory and geometry (Q604623) (← links)
- Generalized integrands and bond portfolios: pitfalls and counter examples (Q627245) (← links)
- Heath-Jarrow-Morton-Musiela equation with Lévy perturbation (Q713347) (← links)
- Fractional term structure models: No-arbitrage and consistency (Q835070) (← links)
- Optimal portfolio choice in the bond market (Q881421) (← links)
- Existence of Lévy term structure models (Q928496) (← links)
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (Q966506) (← links)
- Exponential moments for HJM models with jumps (Q1003342) (← links)
- General dynamic term structures under default risk (Q1615894) (← links)
- Forward rate models with linear volatilities (Q1761457) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- A characterization of hedging portfolios for interest rate contingent claims. (Q1879909) (← links)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
- Burkholder-Davis-Gundy inequalities in UMD Banach spaces (Q2006396) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (Q2044135) (← links)
- An Italian perspective on the development of financial mathematics from 1992 to 2008 (Q2072109) (← links)
- Term structure modeling under volatility uncertainty (Q2120604) (← links)
- Term structure modelling for multiple curves with stochastic discontinuities (Q2308181) (← links)
- Risk-neutral compatibility with option prices (Q2430260) (← links)
- Continuous time trading of a small investor in a limit order market (Q2444632) (← links)
- What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) (← links)
- A model of the term structure of interest rates based on Lévy fields (Q2485808) (← links)
- A theory of stochastic integration for bond markets (Q2496508) (← links)
- ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS (Q2746388) (← links)
- COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS (Q2786029) (← links)
- Modeling the Forward CDS Spreads with Jumps (Q2893285) (← links)
- Dynamic complex hedging in additive markets (Q2994843) (← links)
- ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS (Q3008490) (← links)
- MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (Q3023921) (← links)
- Jump-diffusions in Hilbert spaces: existence, stability and numerics (Q3080997) (← links)
- Optimal Exponential Utility in a Jump Bond Market (Q3081440) (← links)
- THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS (Q3094329) (← links)
- Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
- A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS (Q3304208) (← links)
- On the valuation of compositions in Lévy term structure models (Q3404105) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
- Real-World Forward Rate Dynamics With Affine Realizations (Q3448331) (← links)
- SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS (Q3503048) (← links)
- Static Replication of Forward-Start Claims and Realized Variance Swaps (Q3565101) (← links)
- Mean reversion for HJMM forward rate models (Q3578036) (← links)
- Valuation and hedging of contingent claims in the HJM model with deterministic volatilities (Q4342181) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- Markovian short rates in multidimensional term structure Lévy models (Q4989145) (← links)
