Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise

Quantitative Finance

Volumn 10, Issue 1, 2010, Pages 39-47

  Marinelli, Carlo ^a  

^a UNIVERSITY OF BONN   (Germany)

Author keywords

American style derivative securities; Continuous time finance; Control of stochastic systems; Differential equations; Term structure

Indexed keywords

EID: 74549151704     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680802595692     Document Type: Article

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