RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594)

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scientific article; zbMATH DE number 5685867
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RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS
scientific article; zbMATH DE number 5685867

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    RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (English)
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    22 March 2010
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    price process
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    marked point process
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    pricing problem
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