A Model with Interacting Assets Driven by Poisson Processes (Q3375546): Difference between revisions

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+https://doi.org/10.1080/07362990500397806
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+W2026178375
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+A model of financial market with several interacting assets. Complete market case
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+Option pricing when underlying stock returns are discontinuous
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+On the range of options prices
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+Risk-neutral valuation: Pricing and hedging of financial derivatives
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+Quasi-invariant measures and irreducible representations of the inductive limit of special linear groups
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