Term structure models driven by Wiener processes and Poisson measures: existence and positivity (Q3580036)
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scientific article; zbMATH DE number 5769049
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| English | Term structure models driven by Wiener processes and Poisson measures: existence and positivity |
scientific article; zbMATH DE number 5769049 |
Statements
Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity (English)
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11 August 2010
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term structure models
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Musiela parametrization,infinite dimensional Wiener process
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Poisson random measure
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Hilbert space
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forward curves
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existence
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positivity preserving
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0.7998839616775513
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0.7878838181495667
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0.7878838181495667
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0.7547247409820557
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0.7521621584892273
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