A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/07362994.2013.799022 / rank
 
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Latest revision as of 19:49, 6 July 2024

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A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market
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    A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (English)
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    27 August 2013
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    forward utility field
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    Itō-Ventzell formula
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    jump markets
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