Matches in SemOpenAlex for { <https://semopenalex.org/work/W1997881446> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W1997881446 abstract "The problem of completeness of the forward rate based bond market model driven by a Levy process under the physical measure is examined. The incompleteness of market in the case when the Levy measure has a density function is shown. The required elements of the theory of stochastic integration over the compensated jump measure under a martingale measure is presented and the corresponding integral representation of local martingales is proven." @default.
- W1997881446 created "2016-06-24" @default.
- W1997881446 creator A5058038024 @default.
- W1997881446 date "2015-12-12" @default.
- W1997881446 modified "2023-09-27" @default.
- W1997881446 title "Incompleteness of the bond market with L'evy noise under the physical measure" @default.
- W1997881446 cites W1591798773 @default.
- W1997881446 cites W1973175113 @default.
- W1997881446 cites W2076458153 @default.
- W1997881446 cites W2081877251 @default.
- W1997881446 cites W2087367740 @default.
- W1997881446 cites W2095487918 @default.
- W1997881446 cites W2170444200 @default.
- W1997881446 cites W2913853835 @default.
- W1997881446 hasPublicationYear "2015" @default.
- W1997881446 type Work @default.
- W1997881446 sameAs 1997881446 @default.
- W1997881446 citedByCount "0" @default.
- W1997881446 crossrefType "posted-content" @default.
- W1997881446 hasAuthorship W1997881446A5058038024 @default.
- W1997881446 hasConcept C10138342 @default.
- W1997881446 hasConcept C121332964 @default.
- W1997881446 hasConcept C121864883 @default.
- W1997881446 hasConcept C134306372 @default.
- W1997881446 hasConcept C144237770 @default.
- W1997881446 hasConcept C149782125 @default.
- W1997881446 hasConcept C162324750 @default.
- W1997881446 hasConcept C17231256 @default.
- W1997881446 hasConcept C2780009758 @default.
- W1997881446 hasConcept C2780695682 @default.
- W1997881446 hasConcept C28826006 @default.
- W1997881446 hasConcept C33923547 @default.
- W1997881446 hasConcept C41008148 @default.
- W1997881446 hasConcept C48406656 @default.
- W1997881446 hasConcept C58435881 @default.
- W1997881446 hasConcept C62520636 @default.
- W1997881446 hasConcept C69738904 @default.
- W1997881446 hasConcept C76374431 @default.
- W1997881446 hasConcept C77088390 @default.
- W1997881446 hasConcept C88757350 @default.
- W1997881446 hasConceptScore W1997881446C10138342 @default.
- W1997881446 hasConceptScore W1997881446C121332964 @default.
- W1997881446 hasConceptScore W1997881446C121864883 @default.
- W1997881446 hasConceptScore W1997881446C134306372 @default.
- W1997881446 hasConceptScore W1997881446C144237770 @default.
- W1997881446 hasConceptScore W1997881446C149782125 @default.
- W1997881446 hasConceptScore W1997881446C162324750 @default.
- W1997881446 hasConceptScore W1997881446C17231256 @default.
- W1997881446 hasConceptScore W1997881446C2780009758 @default.
- W1997881446 hasConceptScore W1997881446C2780695682 @default.
- W1997881446 hasConceptScore W1997881446C28826006 @default.
- W1997881446 hasConceptScore W1997881446C33923547 @default.
- W1997881446 hasConceptScore W1997881446C41008148 @default.
- W1997881446 hasConceptScore W1997881446C48406656 @default.
- W1997881446 hasConceptScore W1997881446C58435881 @default.
- W1997881446 hasConceptScore W1997881446C62520636 @default.
- W1997881446 hasConceptScore W1997881446C69738904 @default.
- W1997881446 hasConceptScore W1997881446C76374431 @default.
- W1997881446 hasConceptScore W1997881446C77088390 @default.
- W1997881446 hasConceptScore W1997881446C88757350 @default.
- W1997881446 hasLocation W19978814461 @default.
- W1997881446 hasOpenAccess W1997881446 @default.
- W1997881446 hasPrimaryLocation W19978814461 @default.
- W1997881446 hasRelatedWork W1983135873 @default.
- W1997881446 hasRelatedWork W2005057599 @default.
- W1997881446 hasRelatedWork W2014361019 @default.
- W1997881446 hasRelatedWork W2082211237 @default.
- W1997881446 hasRelatedWork W2094466415 @default.
- W1997881446 hasRelatedWork W2119280801 @default.
- W1997881446 hasRelatedWork W2120461128 @default.
- W1997881446 hasRelatedWork W2122068797 @default.
- W1997881446 hasRelatedWork W2143541443 @default.
- W1997881446 hasRelatedWork W2185687637 @default.
- W1997881446 hasRelatedWork W2233136858 @default.
- W1997881446 hasRelatedWork W2581113742 @default.
- W1997881446 hasRelatedWork W2950939895 @default.
- W1997881446 hasRelatedWork W2951522907 @default.
- W1997881446 hasRelatedWork W2951602857 @default.
- W1997881446 hasRelatedWork W3005827264 @default.
- W1997881446 hasRelatedWork W3121438452 @default.
- W1997881446 hasRelatedWork W3124282453 @default.
- W1997881446 hasRelatedWork W3125270903 @default.
- W1997881446 hasRelatedWork W4636935 @default.
- W1997881446 isParatext "false" @default.
- W1997881446 isRetracted "false" @default.
- W1997881446 magId "1997881446" @default.
- W1997881446 workType "article" @default.