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Stochastic invariance and consistency of financial models

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References

1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
1997The Market Model of Interest Rate Dynamics1,175 cited
1999Interest Rate Dynamics and Consistent Forward Rate Curves386 cited
1997Towards a general theory of bond markets334 cited
2001On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models209 cited
1995Approximation and Support Theorem in Holder Norm for Parabolic Stochastic Partial Differential Equations126 cited
1994The support of the solution to a hyperbolic SPDE29 cited
2000Invariant manifolds for weak solutions to stochastic equations28 cited

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2002On Finite-dimensional Term Structure models23 cited

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