Schoenmakers, John (contributor); Coffey, Brian (contributor) - 1999 - [Elektronische Ressource]
, arbitrage, semi{martingale theory.
Research supported by Rabobank International Utrecht and SWON-Netherlands.
1
Abstract … process directly
as the primary object in an arbitrage free way instead of deriving it from the term structure
of … and hedged in an arbitrage free framework of zero-coupon bonds
without assuming the existence of an instantaneous saving …