On incompleteness of bond markets with infinite number of random factors (Q3008490)
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scientific article; zbMATH DE number 5908417
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| English | On incompleteness of bond markets with infinite number of random factors |
scientific article; zbMATH DE number 5908417 |
Statements
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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0.872463583946228
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0.8527963757514954
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0.8343281745910645
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0.8232563138008118
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0.7970516681671143
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