Alberto Ohashi, “Fractional term structure models: No-arbitrage and consistency”, Ann. Appl. Probab., 19, № 4, 2009
Koji Kusuda, “IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS”, JORSJ, 67, № 1, 2024, 18
Carlo Marinelli, Michael Roeckner, “Well-Posedness and Asymptotic Behavior for Stochastic Reaction-Diffusion Equations with Multiplicative Poisson Noise”, Electron. J. Probab., 15, № none, 2010
Pavel V. Gapeev, “On arbitrage and Markovian short rates in fractional bond markets”, Statistics & Probability Letters, 70, № 3, 2004, 211
SANDRINE GÜMBEL, THORSTEN SCHMIDT, “DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES”, Int. J. Theor. Appl. Finan., 24, № 06n07, 2021, 2150032
Dewen Xiong, Michael Kohlmann, “Optimal Exponential Utility in a Jump Bond Market”, Stochastic Analysis and Applications, 29, № 1, 2010, 78
M. De Donno, M. Pratelli, “A theory of stochastic integration for bond markets”, Ann. Appl. Probab., 15, № 4, 2005
Carlo Marinelli, “Well-Posedness and Invariant Measures for HJM Models With Deterministic Volatility and Levy Noise”, SSRN Journal, 2006
Stefan Tappe, “Existence of affine realizations for Lévy term structure models”, Proc. R. Soc. A., 468, № 2147, 2012, 3685
Robert A. Jarrow, “The Term Structure of Interest Rates”, Annu. Rev. Financ. Econ., 1, № 1, 2009, 69