Towards a general theory of bond markets (*)
Year of publication: |
1997
|
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Authors: | Masi, Giovanni Di ; Björk, Tomas ; Runggaldier, Wolfgang ; Kabanov, Yuri |
Published in: |
Finance and Stochastics. - Springer. - Vol. 1.1997, 2, p. 141-174
|
Publisher: |
Springer |
Subject: | Bond market | term structure of interest rates | stochastic integral | Banach space-valued integrators | measure-valued portfolio | jump-diffusion model | martingale measure | arbitrage | market completeness |
Extent: | application/pdf application/postscript |
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Type of publication: | Article |
Notes: | received: March 1996; final version received: October 1996 To the memory of our friend and colleague Oliviero Lessi. |
Classification: | G10 - General Financial Markets. General ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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