Existence of Lévy term structure models
全面分析了Lévy驱动的Heath-Jarrow-Morton型期限结构方程，给出了存在性和唯一性的完整证明，填补了金融文献中的空白。
L\\'evy driven term structure models have become an important subject in the\nmathematical finance literature. This paper provides a comprehensive analysis\nof the L\\'evy driven Heath-Jarrow-Morton type term structure equation. This\nincludes a full proof of existence and uniqueness in particular, which seems to\nhave been lacking in the finance literature so far.\n