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Incompleteness of markets driven by a mixed diffusion |
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| Authors: | N. Bellamy M. Jeanblanc |
| Affiliation: | (1) Equipe d'analyse et probabilités, Université d'Evry Val d'Essonne, Boulevard des coquibus, F-91025 Evry Cedex, France (e-mail: bellamy@maths.univ-evry.fr; jeanbl@maths.univ-evry.fr), FR |
| Abstract: | |
| Keywords: | :Contingent claim valuation incomplete model martingale measures Black and Scholes function |
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