Bond Market Structure in the Presence of Marked Point Processes

DOI10.1111/1467-9965.00031zbMath0884.90014OpenAlexW2168672487MaRDI QIDQ4372050

Wolfgang J. Runggaldier, Youri M.Kabanov, Thomas Björk

Publication date: 21 January 1998

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

Full work available at URL: https://doi.org/10.1111/1467-9965.00031

zbMATH Keywords

bond marketarbitragemarket completenessjump-diffusion modelaffine term structuremeasure-valued portfoliomartingale operatorhedging operatorterm structure of interest rtes

Mathematics Subject Classification ID

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