D. Filipovic, S. Tappe, J. Teichmann:
"Term Structure Models Driven by Wiener Process and Poisson Measures: Existence and Positivity";
SIAM Journal on Financial Mathematics, 1 (2010), 523 - 554.
http://dx.doi.org/10.1137/090758593
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen