Completion of an incomplete market by quadratic variation assets.
It is well known that the general geometric L´evy market models are incomplete, except for the geometric Brownian and the geometric Poissonian, but such a market can be completed by enlarging it with power-jump assets as Corcuera and Nualart [12] did on their paper. With the knowledge that an incomp...
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| Language: | en_ZA |
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2014
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| Online Access: | http://hdl.handle.net/10413/10663 |