@article{Romagnoli_2005, title={The range of derivative’s arbitrage prices in a general incomplete market}, volume={65}, url={https://rivista-statistica.unibo.it/article/view/94}, DOI={10.6092/issn.1973-2201/94}, abstractNote={In this paper we work in a general incomplete market driven by a mixed diffusion of finite dimension and we characterize the range of derivative’s arbitrage prices by the super-replication approach in the deterministic interest rate hypothesis (DIRH) and in the stochastic interest rate hypothesis (SIRH). We give some examples of applications of this models in particular incomplete situations.}, number={3}, journal={Statistica}, author={Romagnoli, Silvia}, year={2005}, month={Jan.}, pages={315–340} }