Pages that link to "Item:Q3008490"
From MaRDI portal
The following pages link to ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS (Q3008490):
Displaying 10 items.
- On mean-variance hedging of bond options with stochastic risk premium factor (Q481005) (← links)
- Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013) (← links)
- Incomplete security markets with infinitely many states: An introduction (Q1817339) (← links)
- Bond market completeness and attainable contingent claims (Q2488489) (← links)
- Completeness of security markets and solvability of linear backward stochastic differential equations (Q2488814) (← links)
- A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936) (← links)
- A quantum mechanics for interest rate derivatives markets (Q2675519) (← links)
- Completeness of bond market driven by Lévy process (Q2786029) (← links)
- Defaultable bonds with an infinite number of Lévy factors (Q3066637) (← links)
- Bond market completeness under stochastic strings with distribution-valued strategies (Q5068080) (← links)