Existence of Levy Term Structure Models

Damir Filipovic, Stefan Tappe

Publication: Scientific journal › Journal article › peer-review

Cite this

@article{fabea9c62f444515aa63340cf358a81e,

title = "Existence of Levy Term Structure Models",

author = "Damir Filipovic and Stefan Tappe",

year = "2008",

month = feb,

day = "1",

language = "English",

volume = "12",

pages = "83 -- 115",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer Verlag",

}