Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance
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- Claudio Fontana & Eckhard Platen & Stefan Tappe, 2024. "Real-world models for multiple term structures: a unifying HJM framework," Papers 2411.01983, arXiv.org.
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More about this item
Keywords
infinite-dimensional stochastic integration; continuous semimartingales; mathematical finance; fundamental theorem;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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