Lévy term structure models: No-arbitrage and completeness
Year of publication: |
2005
|
---|---|
Authors: | Eberlein, Ernst ; Jacod, Jean ; Raible, Sebastian |
Published in: |
Finance and Stochastics. - Springer. - Vol. 9.2005, 1, p. 67-88
|
Publisher: |
Springer |
Subject: | Term structures | Lévy processes | no-arbitrage | completeness |
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