Local well-posedness of musiela's spde with lévy noise

Mathematical Finance

Volumn 20, Issue 3, 2010, Pages 341-363

  Marinelli, Carlo ^a  

^a FREE UNIVERSITY OF BOLZANO   (Italy)

Author keywords

HJM model; Maximal inequalities; Musiela's stochastic PDE; Stochastic PDEs with jumps

Indexed keywords

EID: 77954608725     PISSN: 09601627     EISSN: 14679965     Source Type: Journal    
DOI: 10.1111/j.1467-9965.2010.00403.x     Document Type: Article

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