REFERENCES
- Baxter , M. W. 1997 . “ General Interest Rate Models and the Universality of HJM ” . In Mathematics of Derivative Securities Edited by: Dempster , M. A.H. and Piska , S. R. 315 – 335 . Cambridge University Press .
- Björk , T. , Di Masi , G. , Kabanov , Yu. and Runggaldier , W. 1997 . Towards a General Theory of Bond Markets . Finance and Stochastics , 1 : 141 – 174 .
- Burnetas , A. N. and Ritchken , P. 1997 . On Rational Jump Diffusion Models: An Approach Using Potentials . Review of Derivatives Research , 1 : 325 – 349 .
- Dellacherie , C. and Meyer , P. A. 1982 . “ Probabilities and Potential B ” . In North-Holland
- Döberlein , F. , Schweizer , M. and Stricker , C. 1999 . Implied Savings Accounts are Unique 431 – 442 . Besançon : preprint, Technical University of Berlin and Université de Franche-Comté . to appear in Finance and Stochastics
- Flesaker , B. and Hughston , L. P. 1996 . “ Positive Interest ” . In RISK Magazine Vol. 9/1 , 46 – 49 .
- Goldberg , L. R. 1998 . Volatility of the Short Rate in the Rational Lognormal Model . Finance and Stochastics , 2 : 199 – 211 .
- Jacod , J. 1979 . “ Calcul Stochastique et Problémes de Martingales ” . In Lecture Notes in Mathematics Vol. 714 , Springer .
- Jacod , J. 1984 . “ Une Généralisation des Semimartingales: Les Processus Admettant un Processus á Accroissements Indépendants Tangent ” . In Séminaire de Probabilités XVIII, Lecture Notes in Mathematics Vol. 1059 , 91 – 118 . Springer .
- Karatzas , I. , Lehoczky , J. P. and Shreve , S. E. 1991 . Equilibrium Models with Singular Asset Prices . Mathematical Finance , 1/3 : 11 – 29 .
- Musiela , M. and Rutkowski , M. 1997 . Continuous Time Term Structure Models: Forward Measure Approach . Finance and Stochastics , 1 : 261 – 291 .
- Musiela , M. and Rutkowski , M. 1997 . Martingale Methods in Financial Modelling Springer .
- Rogers , L. C.G. 1997 . The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates . Mathematical Finance , 7 : 157 – 176 .
- Rutkowski , M. 1996 . “On Continuous-Time Models of Term Structure of Interest Rates“ ” . In “Stochastic Processes and Related Topics”, Stochastics Monographs Edited by: Engelbert , H. J. , Föllmer , H. and Zabczyk , J. Vol. 10 , 139 – 152 . Gordon and Breach .
- Schmidt , W. M. seminar talk given in june 1996 at Humboldt University Berlin