Bond Market Structure in the Presence of Marked Point Processes
type: Item
instance of: scholarly article
title: Bond Market Structure in the Presence of Marked Point Processes
zbMATH Open document ID: 0884.90014
DOI: 10.1111/1467-9965.00031
author: Wolfgang J. Runggaldier
author: Tomas Björk
author: Yuri Kabanov
published in: Mathematical Finance
publication date: 1998-01-21T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 1106733
zbMATH Keywords: bond market
zbMATH Keywords: term structure of interest rtes
zbMATH Keywords: jump-diffusion model
zbMATH Keywords: measure-valued portfolio
zbMATH Keywords: arbitrage
zbMATH Keywords: market completeness
zbMATH Keywords: martingale operator
zbMATH Keywords: hedging operator
zbMATH Keywords: affine term structure
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1111/1467-9965.00031
OpenAlex ID: W2168672487
description: scientific article; zbMATH DE number 1106733