scholarly journals Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity

2010 ◽  
Vol 1 (1) ◽  
pp. 523-554 ◽  
Author(s):  
Damir Filipović ◽  
Stefan Tappe ◽  
Josef Teichmann
Keyword(s):  
Term Structure ◽  
Term Structure Models ◽  
Wiener Processes ◽  
Poisson Measures

Risk Premia and Wishart Term Structure Models

2010 ◽  
Author(s):  
Carl Chiarella ◽  
Chih-Ying Hsiao ◽  
Thuy Duong To
Keyword(s):  
Term Structure ◽  
Risk Premia ◽  
Term Structure Models
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