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Incompleteness of markets driven by a mixed diffusion
Home
Publications
Incompleteness of markets driven by a mixed diffusion
Incompleteness of markets driven by a mixed diffusion
Authors:
NB
N. Bellamy
N. Bellamy
MJ
M. Jeanblanc
M. Jeanblanc
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1 February 2000
journal article
Published by
Springer Nature
in
Finance and Stochastics
Vol. 4
(2)
,
209-222
DOI:
10.1007/s007800050012
Abstract
No abstract available
Keywords
INCOMPLETE
POISSON
AMERICAN
MIXED
WIENER
MARKETS DRIVEN
CLAIM PRICES
Cited
Cited by 97 articles
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