Insider models with finite utility in markets with jumps (Q649119): Difference between revisions

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Latest revision as of 16:37, 4 July 2024

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Insider models with finite utility in markets with jumps
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    Insider models with finite utility in markets with jumps (English)
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    30 November 2011
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    asymmetric markets
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    markets driven by Lévy processes
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    enlargement of filtrations
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