The European options hedge perfectly in a Poisson-Gaussian stock market model

DOI10.1080/13504860210148241zbMath1035.91034OpenAlexW1997763496MaRDI QIDQ4551201

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Publication date: 5 September 2002

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504860210148241

zbMATH Keywords

option pricingPoisson processcomplete marketsjump-diffusion modelsabsence of arbitrage\(t\)-basis

Mathematics Subject Classification ID

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