Term structure of interest rates: The martingale approach-Reference-Cited by-同舟云学术

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Term structure of interest rates: The martingale approach

Published:1989-03 Issue:1 Volume:10 Page:95-129
ISSN:0196-8858
Container-title:Advances in Applied Mathematics
language:en
Short-container-title:Advances in Applied Mathematics

Author:

Artzner Philippe,Delbaen Freddy

Publisher

Elsevier BV

Subject

Applied Mathematics

Reference12 articles.

1. Lectures from Markov Processes to Brownian Motion;Chung,1982

2. F. Delbaen, Equity linked Policies, Bull. Assoc. Roy. Actuaires Belges, in press.

3. Capacités et Processus Stochastiques;Dellacherie,1972

4. Probabilities and Potential B;Dellacherie,1982

5. Non confluence des solutions d'une équation stochastique lipschitzienne;Emery,1981

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