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]

@article{CorcueraNS05,
  title = {Completion of a Lévy market by power-jump assets},
  author = {José Manuel Corcuera and David Nualart and Wim Schoutens},
  year = {2005},
  doi = {10.1007/s00780-004-0139-2},
  url = {http://dx.doi.org/10.1007/s00780-004-0139-2},
  researchr = {https://researchr.org/publication/CorcueraNS05},
  cites = {0},
  citedby = {0},
  journal = {Finance and Stochastics},
  volume = {9},
  number = {1},
  pages = {109-127},
}