Completion of a Lévy market by power-jump assets

José Manuel Corcuera, David Nualart, Wim Schoutens. Completion of a Lévy market by power-jump assets. Finance and Stochastics, 9(1):109-127, 2005. [doi]

Authors

José Manuel Corcuera

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David Nualart

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Wim Schoutens

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