Lévy term structure models: No-arbitrage and completeness
Ernst Eberlein, Jean Jacod, Sebastian RaibleVolume:
9
Language:
english
Pages:
22
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-004-0138-3
Date:
January, 2005
File:
PDF, 258 KB
english, 2005