Incompleteness of the bond market with Lévy noise under the physical measure (Q5245472)
From MaRDI portal
scientific article; zbMATH DE number 6423516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incompleteness of the bond market with Lévy noise under the physical measure |
scientific article; zbMATH DE number 6423516 |
Statements
Incompleteness of the bond market with Lévy noise under the physical measure (English)
0 references
8 April 2015
0 references
bond market
0 references
completeness
0 references
martingale measures
0 references
representation of local martingales
0 references
integration with compensated jump measures
0 references
