"Lévy term structure models: No-arbitrage and completeness."

Ernst Eberlein, Jean Jacod, Sebastian Raible (2005)

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DOI: 10.1007/S00780-004-0138-3

access: closed

type: Journal Article

metadata version: 2020-07-22

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Ernst Eberlein, Jean Jacod, Sebastian Raible:
Lévy term structure models: No-arbitrage and completeness. Finance Stochastics 9(1): 67-88 (2005)

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