gesis-ssoar-22140

Property	Value
?:abstract	We give sufficient conditions for existence, uniqueness and ergodicity of invariant measures for Musiela’s stochastic partial differential equation with deterministic volatility and a Hilbert space valued driving Lévy noise. Conditions for the absence of arbitrage and for the existence of mild solutions are also discussed. (xsd:string)
?:contributor	<https://data.gesis.org/gesiskg/resource/gesis-ssoar-22140_Marinelli_Carlo>
?:dateModified	2010 (xsd:gyear)
?:datePublished	2010 (xsd:gyear)
?:doi	10.1080/14697680802595692 ()
?:duplicate	<https://data.gesis.org/gesiskg/resource/duplicate_gesis-ssoar-22140_gesis-ssoar-22140>
?:hasFulltext	true (xsd:boolean)
is ?:hasPart of	<https://data.gesis.org/gesiskg/resource/>
?:inLanguage	en (xsd:string)
?:isPartOf	<https://data.gesis.org/gesiskg/resource/Quantitative_Finance>
?:issueNumber	1 (xsd:string)
?:linksDOI	<https://doi.org/10.1080/14697680802595692>
?:linksURN	<http://nbn-resolving.de/urn%3Anbn%3Ade%3A0168-ssoar-221409>
is ?:mainEntity of	<https://data.gesis.org/gesiskg/resource/duplicate_gesis-ssoar-22140_gesis-ssoar-22140>
?:name	Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise (xsd:string)
?:provider	<http://www.peerproject.eu/> <https://data.gesis.org/gesiskg/resource/SSOAR_-_Social_Science_Open_Access_Repository>
?:publicationType	Zeitschriftenartikel (xsd:string) journal_article (en)
?:sourceInfo	GESIS-SSOAR (xsd:string) In: Quantitative Finance, 10, 2010, 1, 39-47 (xsd:string)
rdf:type	<https://schema.org/ScholarlyArticle>
?:url	<http://www.ssoar.info/ssoar/handle/document/22140>
?:urn	urn:nbn:de:0168-ssoar-221409 ()
?:volumeNumber	10 (xsd:string)