ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS

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Publication:3008490

DOI10.1111/j.1467-9965.2010.00438.xzbMath1229.91369arXiv0809.2270OpenAlexW1550493713MaRDI QIDQ3008490

Zabczyk, Jerzy, Michał Barski, Jacek Jakubowski

Publication date: 16 June 2011

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.2270




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