Lévy term structure models: No-arbitrage and completeness
| Year of publication: |
2005
|
|---|---|
| Authors: | Eberlein, Ernst ; Jacod, Jean ; Raible, Sebastian |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 9.2005, 1, p. 67-88
|