Existence of Lévy term structure models

Finance and Stochastics

Volumn 12, Issue 1, 2008, Pages 83-115

  Filipović, Damir ^a   Tappe, Stefan ^a  

^a Vienna Institute of Finance   (Austria)

Author keywords

Forward curve spaces; L vy term structure models; Stochastic integration in Hilbert spaces; Strong, weak and mild solutions of infinite dimensional SDEs

Indexed keywords

EID: 36549023156     PISSN: 09492984     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00780-007-0054-4     Document Type: Article

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