Completeness and hedging in a Lévy bond market (Q2909989)
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scientific article; zbMATH DE number 6078921
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| default for all languages | No label defined |
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| English | Completeness and hedging in a Lévy bond market |
scientific article; zbMATH DE number 6078921 |
Statements
Completeness and Hedging in a Lévy Bond Market (English)
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7 September 2012
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bond market
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term structures
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arbitrage
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market completeness
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Lévy processes
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0.9111756086349488
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0.8665512204170227
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0.8411672115325928
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0.7985580563545227
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0.7970516681671143
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