Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities (Q4652577): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:46, 5 March 2024
scientific article; zbMATH DE number 2139119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities |
scientific article; zbMATH DE number 2139119 |
Statements
Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities (English)
0 references
28 February 2005
0 references
geometric Poisson process
0 references
piecewise deterministic control problems
0 references
incomplete information
0 references
incomplete markets
0 references
efficient hedging
0 references
Bayesian approach
0 references
