Thanks to Daniel and Les, and the references they sent, as well as to a book by one of my favorite mathematicians, Steven Shreve at Carnegie Mellon, I solved the problem. By the way, if you are into this Jump-Diffusions, there is another wonderful book by Rama Cont and Peter Tankov. Indeed, Tankov was the person whose link Daniel sent.
Best, Sabri _______________________________________________ pen-l mailing list [email protected] https://lists.csuchico.edu/mailman/listinfo/pen-l
