The European options hedge perfectly in a Poisson-Gaussian stock market model (Q4551201): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/13504860210148241 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1997763496 / rank | |||
Normal rank | |||
Revision as of 00:38, 20 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)
0 references
5 September 2002
0 references
option pricing
0 references
jump-diffusion models
0 references
Poisson process
0 references
absence of arbitrage
0 references
\(t\)-basis
0 references
complete markets
0 references
