COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS

The completeness problem of the bond market model with the random factors determined by a Wiener process and Poisson random measure is studied. Hedging portfolios use bonds with maturities in a countable, dense subset of a finite time interval. It is shown that under natural assumptions the market is not complete unless the support of the Lévy measure consists of a finite number of points. Explicit constructions of contingent claims which cannot be replicated are provided.Bond market, completeness, Lévy term structure

Comparisons of fibrin clot variables and thrombin generation parameters in patients with heavy menstrual bleeding and controls.

<p>K_s, permeability coefficient; ΔAbs_max (405 nm), maximum absorbancy of a fibrin gel at 405 nm; CLT, clot lysis time; D-D_rate, maximum rate of increase in D-dimer levels; ETP, endogenous thrombin potential; Peak thrombin generation, maximum concentration of thrombin generated.</p><p>^aData are shown as median (interquartile range); Comparison of subjects between 2 groups with analysis of Mann Whitney U test;</p><p>^bData are shown as mean ± standard deviation; Comparison of subjects between 2 groups with analysis of Student test.</p><p>Comparisons of fibrin clot variables and thrombin generation parameters in patients with heavy menstrual bleeding and controls.</p

Risk of heavy menstrual bleeding according to clot lysis time (CLT).

<p>^a ORs adjusted for age, BMI, glucose and fibrinogen. Abbreviations: see <a href="http://www.plosone.org/article/info:doi/10.1371/journal.pone.0125069#pone.0125069.t004" target="_blank">Table 4</a>.</p><p>Risk of heavy menstrual bleeding according to clot lysis time (CLT).</p