Numerical simulations for the pricing of options in jump diffusion markets (Q442180): Difference between revisions

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+https://doi.org/10.1016/j.ajmsc.2011.10.001
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+W1986123064
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+Incompleteness of markets driven by a mixed diffusion
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Complete markets with discontinuous security price
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+Hedging in complete markets driven by normal martingales
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Q4794126
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+Q4421376
@@ Property / cites work: Q4421376 / rank @@
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+Option pricing when underlying stock returns are discontinuous
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+Q3996259
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