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

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+Incompleteness of markets driven by a mixed diffusion
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+The Pricing of Options and Corporate Liabilities
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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
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+Option pricing when underlying stock returns are discontinuous
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+Q3996259
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