The European options hedge perfectly in a Poisson-Gaussian stock market model (Q4551201): Difference between revisions
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Revision as of 17:20, 5 March 2024
scientific article; zbMATH DE number 1796826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The European options hedge perfectly in a Poisson-Gaussian stock market model |
scientific article; zbMATH DE number 1796826 |
Statements
The European options hedge perfectly in a Poisson-Gaussian stock market model (English)
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5 September 2002
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option pricing
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jump-diffusion models
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Poisson process
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absence of arbitrage
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\(t\)-basis
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complete markets
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