Towards a general theory of bond markets
type: Item
instance of: scholarly article
title: Towards a general theory of bond markets
zbMATH Open document ID: 0889.90019
published in: Finance and Stochastics
publication date: 1998-06-04T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 1069653
zbMATH Keywords: bond market
zbMATH Keywords: term structure of interest rates
zbMATH Keywords: stochastic integral
zbMATH Keywords: Banach space-valued integrators
zbMATH Keywords: measure-valued portfolio
zbMATH Keywords: jump-diffusion model
zbMATH Keywords: martingale measure
zbMATH Keywords: arbitrage
zbMATH Keywords: market completeness
author: Tomas Björk
author: Giovanni Di Masi
author: Yuri Kabanov
author: Wolfgang J. Runggaldier
MaRDI profile type: Publication
full work available at URL: s007800050020
OpenAlex ID: W1999354010
DOI: 10.1007/S007800050020
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description: scientific article; zbMATH DE number 1069653