Sufficient Poisson jump diffusion market models revisited (Q2759032): Difference between revisions

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+Contingent claims valuation when the security price is a combination of an Itō process and a random point process
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+On martingale measures when asset returns have unpredictable jumps
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+Q4221330
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+Pricing contingent claims on stocks driven by Lévy processes
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+DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup>
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+Complete markets with discontinuous security price
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+The Second Fundamental Theorem of Asset Pricing
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+Q4421376
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+Optimal portfolio for a small investor in a market model with discontinuous prices
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