Towards a general theory of bond markets (Q1367703)
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scientific article; zbMATH DE number 1069653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards a general theory of bond markets |
scientific article; zbMATH DE number 1069653 |
Statements
Towards a general theory of bond markets (English)
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4 June 1998
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bond market
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term structure of interest rates
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stochastic integral
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Banach space-valued integrators
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measure-valued portfolio
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jump-diffusion model
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martingale measure
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arbitrage
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market completeness
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0.9111028
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0.8898274
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0.8639945
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0.8605528
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0.85675925
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