{"id":"https://openalex.org/W2018603440","doi":"https://doi.org/10.1007/s00780-007-0054-4","title":"Existence of L\u00e9vy term structure models","display_name":"Existence of L\u00e9vy term structure models","publication_year":2007,"publication_date":"2007-10-16","ids":{"openalex":"https://openalex.org/W2018603440","doi":"https://doi.org/10.1007/s00780-007-0054-4","mag":"2018603440"},"language":"en","primary_location":{"id":"doi:10.1007/s00780-007-0054-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-007-0054-4","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1907.03561","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5059712147","display_name":"Damir Filipovi\u0107","orcid":"https://orcid.org/0000-0002-2443-5741"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Damir Filipovi\u0107","raw_affiliation_strings":["Vienna Institute of Finance, Nordbergstrasse 15, 1090, Vienna, Austria","Vienna Institute of Finance"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Vienna Institute of Finance, Nordbergstrasse 15, 1090, Vienna, Austria","institution_ids":[]},{"raw_affiliation_string":"Vienna Institute of Finance","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5069854061","display_name":"Stefan Tappe","orcid":"https://orcid.org/0000-0003-3523-0618"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Stefan Tappe","raw_affiliation_strings":["Vienna Institute of Finance, Nordbergstrasse 15, 1090, Vienna, Austria","Vienna Institute of Finance"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Vienna Institute of Finance, Nordbergstrasse 15, 1090, Vienna, Austria","institution_ids":[]},{"raw_affiliation_string":"Vienna Institute of Finance","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5059712147"],"corresponding_institution_ids":[],"apc_list":{"value":2890,"currency":"USD","value_usd":2890},"apc_paid":null,"fwci":3.9005,"has_fulltext":false,"cited_by_count":77,"citation_normalized_percentile":{"value":0.9344817,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"12","issue":"1","first_page":"83","last_page":"115"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10588","display_name":"Mathematical Dynamics and Fractals","score":0.9769999980926514,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9562000036239624,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.9408981204032898},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.7875028848648071},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.5673540234565735},{"id":"https://openalex.org/keywords/uniqueness","display_name":"Uniqueness","score":0.5507746338844299},{"id":"https://openalex.org/keywords/subject","display_name":"Subject (documents)","score":0.4882064163684845},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4400206208229065},{"id":"https://openalex.org/keywords/type","display_name":"Type (biology)","score":0.43383270502090454},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.38012662529945374},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.35633641481399536},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2850422263145447},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.17523255944252014},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.1397731900215149},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.13947418332099915}],"concepts":[{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.9408981204032898},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.7875028848648071},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5673540234565735},{"id":"https://openalex.org/C2777021972","wikidata":"https://www.wikidata.org/wiki/Q22976830","display_name":"Uniqueness","level":2,"score":0.5507746338844299},{"id":"https://openalex.org/C2777855551","wikidata":"https://www.wikidata.org/wiki/Q12310021","display_name":"Subject (documents)","level":2,"score":0.4882064163684845},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4400206208229065},{"id":"https://openalex.org/C2777299769","wikidata":"https://www.wikidata.org/wiki/Q3707858","display_name":"Type (biology)","level":2,"score":0.43383270502090454},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.38012662529945374},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35633641481399536},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2850422263145447},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.17523255944252014},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.1397731900215149},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.13947418332099915},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C161191863","wikidata":"https://www.wikidata.org/wiki/Q199655","display_name":"Library science","level":1,"score":0.0},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1007/s00780-007-0054-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-007-0054-4","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1907.03561","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1907.03561","pdf_url":"https://arxiv.org/pdf/1907.03561","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:RePEc:spr:finsto:v:12:y:2008:i:1:p:83-115","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00780-007-0054-4","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:infoscience.epfl.ch:148557","is_oa":true,"landing_page_url":"http://infoscience.epfl.ch/record/148557","pdf_url":null,"source":{"id":"https://openalex.org/S4306400487","display_name":"Infoscience (Ecole Polytechnique F\u00e9d\u00e9rale de Lausanne)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I5124864","host_organization_name":"\u00c9cole Polytechnique F\u00e9d\u00e9rale de Lausanne","host_organization_lineage":["https://openalex.org/I5124864"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"},{"id":"pmh:oai:infoscience.tind.io:148557","is_oa":true,"landing_page_url":"https://infoscience.epfl.ch/handle/20.500.14299/49785","pdf_url":null,"source":{"id":"https://openalex.org/S4306400487","display_name":"Infoscience (Ecole Polytechnique F\u00e9d\u00e9rale de Lausanne)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I5124864","host_organization_name":"\u00c9cole Polytechnique F\u00e9d\u00e9rale de Lausanne","host_organization_lineage":["https://openalex.org/I5124864"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"research article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1907.03561","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1907.03561","pdf_url":"https://arxiv.org/pdf/1907.03561","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":58,"referenced_works":["https://openalex.org/W36708336","https://openalex.org/W97404105","https://openalex.org/W108455648","https://openalex.org/W119144269","https://openalex.org/W119317855","https://openalex.org/W568080693","https://openalex.org/W578766863","https://openalex.org/W1482182307","https://openalex.org/W1499969990","https://openalex.org/W1509423932","https://openalex.org/W1542004730","https://openalex.org/W1602120208","https://openalex.org/W1606157354","https://openalex.org/W1965752745","https://openalex.org/W1973175113","https://openalex.org/W1976090153","https://openalex.org/W1983489597","https://openalex.org/W1993022161","https://openalex.org/W1994858552","https://openalex.org/W1995522593","https://openalex.org/W1995702983","https://openalex.org/W1999354010","https://openalex.org/W2006482829","https://openalex.org/W2007254397","https://openalex.org/W2008476840","https://openalex.org/W2012547370","https://openalex.org/W2020612371","https://openalex.org/W2022565268","https://openalex.org/W2040251506","https://openalex.org/W2047667386","https://openalex.org/W2060061155","https://openalex.org/W2072139201","https://openalex.org/W2073843390","https://openalex.org/W2076458153","https://openalex.org/W2081877251","https://openalex.org/W2086938313","https://openalex.org/W2087367740","https://openalex.org/W2092544992","https://openalex.org/W2094262113","https://openalex.org/W2096018560","https://openalex.org/W2113240705","https://openalex.org/W2124714273","https://openalex.org/W2135633973","https://openalex.org/W2138540172","https://openalex.org/W2161906325","https://openalex.org/W2168672487","https://openalex.org/W2170444200","https://openalex.org/W2263359119","https://openalex.org/W2797641211","https://openalex.org/W3125557237","https://openalex.org/W3125800082","https://openalex.org/W3141915193","https://openalex.org/W4235708440","https://openalex.org/W4244967830","https://openalex.org/W4245159036","https://openalex.org/W4256711960","https://openalex.org/W4297584681","https://openalex.org/W4300475775"],"related_works":["https://openalex.org/W571281153","https://openalex.org/W2949403936","https://openalex.org/W3023806604","https://openalex.org/W2952139525","https://openalex.org/W4301247218","https://openalex.org/W2129818458","https://openalex.org/W4243074410","https://openalex.org/W4289551052","https://openalex.org/W4390756076","https://openalex.org/W2352679663"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":29},{"year":2019,"cited_by_count":4},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":7},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":6},{"year":2012,"cited_by_count":6}],"updated_date":"2026-08-13T07:04:57.449891","created_date":"2025-10-10T00:00:00"}