The European options hedge perfectly in a Poisson-Gaussian stock market model (Q4551201): 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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+Bond Market Structure in the Presence of Marked Point Processes
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+The Pricing of Options and Corporate Liabilities
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+Point processes and queues. Martingale dynamics
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Martingales and stochastic integrals in the theory of continuous trading
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+OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS
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+A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup>
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+Optimal portfolio for a small investor in a market model with discontinuous prices
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+Option pricing when underlying stock returns are discontinuous
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+Contingent Claims and Market Completeness in a Stochastic Volatility Model
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