Completeness and Hedging in a Lévy Bond Market (Q2909989)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Completeness and Hedging in a Lévy Bond Market |
scientific article |
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Completeness and Hedging in a Lévy Bond Market (English)
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7 September 2012
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bond market
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term structures
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arbitrage
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market completeness
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Lévy processes
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