Masi, Giovanni Di; Björk, Tomas; Runggaldier, Wolfgang; … - In: Finance and Stochastics 1 (1997) 2, pp. 141-174
The main purpose of the paper is to provide a mathematical background for the theory of bond markets similar to that available for stock markets. We suggest two constructions of stochastic integrals with respect to processes taking values in a space of continuous functions. Such integrals are...
