Incompleteness of markets driven by a mixed diffusion
Year of publication: |
2000-02-10
|
---|---|
Authors: | Bellamy, N. ; Jeanblanc, M. |
Published in: |
Finance and Stochastics. - Springer. - Vol. 4.2000, 2, p. 209-222
|
Publisher: |
Springer |
Subject: | Contingent claim valuation | incomplete model | martingale measures | Black and Scholes function |
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