Exponential moments for HJM models with jumps

Jacek Jakubowski () and Jerzy Zabczyk ()

Finance and Stochastics, 2007, vol. 11, issue 3, 429-445

Keywords: Lévy processes; Bond models; HJM postulate; Martingales; 60H30; 91B28; 60G51; E43; G12 (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s00780-007-0040-x

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