Lévy term structure models: no-arbitrage and completeness
Ernst Eberlein; Jean Jacod; Sebastian Raible
| Year of publication: |
2005
|
|---|---|
| Authors: | Eberlein, Ernst ; Jacod, Jean ; Raible, Sebastian |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 9.2005, 1, p. 67-88
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002497073