ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS-Reference-Cited by-同舟云学术

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ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS

Published:2010-10-19 Issue:3 Volume:21 Page:541-556
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:

Author:

Barski Michał,Jakubowski Jacek,Zabczyk Jerzy

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2010.00438.x/fullpdf

Reference20 articles.

1. Stochastic Hyperbolic Dynamics for Infinite-dimensional Forward Rates and Option Pricing;Aihara;Math. Finance,2005

2. Towards a General Theory of Bond Markets;Björk;Finance Stoch.,1997a

3. Bond Market Structure in the Presence of Marked Point Processes;Björk;Math. Finance,1997b

4. A Characterization of Hedging Portfolios for Interest Rate Contingent Claims;Carmona;Ann. Appl. Probab.,2004

5. Stochastic Equations in Infinite Dimensions

Cited by 33 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bond market completeness under stochastic strings with distribution-valued strategies;Quantitative Finance;2022-02-01

2. A Quantum Mechanics for interest rate derivatives markets;Chaos, Solitons & Fractals;2022-02

3. Index;Mathematics of the Bond Market: A Lévy Processes Approach;2020-04-30

4. Appendix C;Mathematics of the Bond Market: A Lévy Processes Approach;2020-04-30

5. Appendix B;Mathematics of the Bond Market: A Lévy Processes Approach;2020-04-30

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