Existence of Lévy term structure models
| Year of publication: |
2008
|
|---|---|
| Authors: | Filipović, Damir ; Tappe, Stefan |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 1, p. 83-115
|
| Publisher: |
Springer |
| Subject: | Forward curve spaces | Lévy term structure models | Stochastic integration in Hilbert spaces | Strong | weak and mild solutions of infinite dimensional SDEs |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005759653