ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS (Q3008490)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS |
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ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS (English)
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16 June 2011
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incompleteness of bond markets
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infinite number of random factors
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Heath-Jarrow-Morton framework
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