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%T Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise %A Marinelli, Carlo %J Quantitative Finance %N 1 %P 39-47 %V 10 %D 2010 %K Term Structure; Stochastic Interest Rates; Stochastic Jumps; Stochastic Differential Equations %= 2011-03-15T10:16:00Z %~ http://www.peerproject.eu/ %> https://nbn-resolving.org/urn:nbn:de:0168-ssoar-221409 %X 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. %C GBR %G en %9 journal article %W GESIS - http://www.gesis.org %~ SSOAR - http://www.ssoar.info