Björk, Tomas; Slinko, Irina - In: Review of Finance 10 (2006) 2, pp. 221-260
We consider an incomplete market in the form of a multidimensional Markovian factor model, driven by a general marked point process (representing discrete jump events), as well as by a standard multidimensional Wiener process. Within this framework, we study arbitrage-free gooddeal pricing...