Completion of a Lévy market by power-jump assets
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Publication:1776029
DOI10.1007/s00780-004-0139-2zbMath1063.91021OpenAlexW2033242254MaRDI QIDQ1776029
Wim Schoutens, David Nualart, José Manuel Corcuera
Publication date: 20 May 2005
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-004-0139-2
Stochastic models in economics (91B70) Utility theory (91B16) Financial applications of other theories (91G80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Auctions, bargaining, bidding and selling, and other market models (91B26)
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