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Incompleteness of markets driven by a mixed diffusion
Bellamy, N.
;
Jeanblanc, M.
- In:
Finance and Stochastics
4
(
2000
)
2
,
pp. 209-222
An incomplete market driven by a pair of Wiener and Poisson processes is considered. The range of European and American claim prices is determined.
Persistent link: https://www.econbiz.de/10005390732
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