{"title":"Stochastic Preliminaries","authors":"","doi":"10.1017/9781316181836.009","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":337180,"journal":{"name":"Mathematics of the Bond Market: A Lévy Processes Approach","volume":"49 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematics of the Bond Market: A Lévy Processes Approach","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1017/9781316181836.009","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}