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Incomepleteness of markets driven by a mixed diffusion
Bellamy, N., (2000)
Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen
Dudenhausen, Antje, (2001)
On the smile effect and market imperfections in the presence of jumps and incomplete information
Bellalah, Mondher, (2001)
Options, sunspots, and the creation of uncertainty
Bowman, David, (1995)
Constrained suboptimality in economies with limited communication
Efficient tests for autoregressive unit roots in panel data
Bowman, David, (1999)