Incompleteness of markets driven by a mixed diffusion

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Publication:1584197

DOI10.1007/s007800050012zbMath0951.91028OpenAlexW2161038569MaRDI QIDQ1584197

Monique Jeanblanc-Picqué, Nadine Bellamy

Publication date: 1 November 2000

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800050012



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