Incompleteness of the bond market with Lévy noise under the physical measure (Q5245472)

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scientific article; zbMATH DE number 6423516
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Incompleteness of the bond market with Lévy noise under the physical measure
scientific article; zbMATH DE number 6423516

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    Incompleteness of the bond market with Lévy noise under the physical measure (English)
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    8 April 2015
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    bond market
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    completeness
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    martingale measures
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    representation of local martingales
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    integration with compensated jump measures
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