Bond market completeness under stochastic strings with distribution-valued strategies

Alberto Bueno-Guerrero, Manuel Moreno and Javier Navas

Quantitative Finance, 2022, vol. 22, issue 2, 197-211

Abstract: In stochastic string models, the bond market is complete if trading strategies are distribution-valued processes

Date: 2022
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DOI: 10.1080/14697688.2021.2018483

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