{"id":"https://openalex.org/W2161038569","doi":"https://doi.org/10.1007/s007800050012","title":"Incompleteness of markets driven by a mixed diffusion","display_name":"Incompleteness of markets driven by a mixed diffusion","publication_year":2000,"publication_date":"2000-02-01","ids":{"openalex":"https://openalex.org/W2161038569","doi":"https://doi.org/10.1007/s007800050012","mag":"2161038569"},"language":"en","primary_location":{"id":"doi:10.1007/s007800050012","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s007800050012","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5023081433","display_name":"Nadine Bellamy","orcid":null},"institutions":[{"id":"https://openalex.org/I88467170","display_name":"Universit\u00e9 d'\u00c9vry Val-d'Essonne","ror":"https://ror.org/00e96v939","country_code":"FR","type":"education","lineage":["https://openalex.org/I277688954","https://openalex.org/I88467170"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"N. Bellamy","raw_affiliation_strings":["Equipe d'analyse et probabilit\u00e9s, Universit\u00e9 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"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Equipe d'analyse et probabilit\u00e9s, Universit\u00e9 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","institution_ids":["https://openalex.org/I88467170"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5081796771","display_name":"Monique Jeanblanc","orcid":null},"institutions":[{"id":"https://openalex.org/I88467170","display_name":"Universit\u00e9 d'\u00c9vry Val-d'Essonne","ror":"https://ror.org/00e96v939","country_code":"FR","type":"education","lineage":["https://openalex.org/I277688954","https://openalex.org/I88467170"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"M. Jeanblanc","raw_affiliation_strings":["Equipe d'analyse et probabilit\u00e9s, Universit\u00e9 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"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Equipe d'analyse et probabilit\u00e9s, Universit\u00e9 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","institution_ids":["https://openalex.org/I88467170"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I88467170"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":4.3222,"has_fulltext":false,"cited_by_count":97,"citation_normalized_percentile":{"value":0.94828897,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"4","issue":"2","first_page":"209","last_page":"222"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9962000250816345,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9962000250816345,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10588","display_name":"Mathematical Dynamics and Fractals","score":0.9911999702453613,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9786999821662903,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.877092719078064},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.6769236326217651},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4135435223579407},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.4032193720340729},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.323311448097229},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.16717728972434998},{"id":"https://openalex.org/keywords/thermodynamics","display_name":"Thermodynamics","score":0.14790725708007812}],"concepts":[{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.877092719078064},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.6769236326217651},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4135435223579407},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4032193720340729},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.323311448097229},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.16717728972434998},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.14790725708007812}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s007800050012","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s007800050012","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:finsto:v:4:y:2000:i:2:p:209-222","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W19710568","https://openalex.org/W1545370368","https://openalex.org/W1569685831","https://openalex.org/W1717697016","https://openalex.org/W1966642568","https://openalex.org/W1978300329","https://openalex.org/W1984328418","https://openalex.org/W1986560609","https://openalex.org/W2018055712","https://openalex.org/W2023142000","https://openalex.org/W2027654260","https://openalex.org/W2054406256","https://openalex.org/W2060790187","https://openalex.org/W2064341413","https://openalex.org/W2075749097","https://openalex.org/W2095578262","https://openalex.org/W2150976467","https://openalex.org/W2151065060","https://openalex.org/W2159074954","https://openalex.org/W3120164020","https://openalex.org/W3140461181","https://openalex.org/W3146363614","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W1977834205","https://openalex.org/W4234445916","https://openalex.org/W4253275321","https://openalex.org/W4247818724","https://openalex.org/W4200249462","https://openalex.org/W2095450577","https://openalex.org/W4250711696","https://openalex.org/W2018603440","https://openalex.org/W781558514","https://openalex.org/W2052310752"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":6},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":7}],"updated_date":"2026-06-26T08:34:08.712188","created_date":"2025-10-10T00:00:00"}
