Rational term structure models with geometric Lévy martingales
2012 ◽
Vol 84
(5-6)
◽
pp. 719-740
◽
Dorje C. Brody
◽
Lane P. Hughston
◽
Ewan Mackie
Damir Filipovic
◽
Martin Larsson
◽
Anders B. Trolle
2017 ◽
Vol 72
(2)
◽
pp. 655-704
◽
DAMIR FILIPOVIĆ
◽
MARTIN LARSSON
◽
ANDERS B. TROLLE
Carl Chiarella
◽
Chih-Ying Hsiao
◽
Thuy Duong To
Zhaogang Song
◽
Haitao Li
Andrea Buraschi
◽
Paul Whelan
Markus Leippold
◽
Zvi Wiener