A discontinuous mispricing model under asymmetric information (Q319248): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2014.12.045
@@ Property / DOI: 10.1016/j.ejor.2014.12.045 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
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@@ Property / zbMATH DE Number @@
+6633473
@@ Property / zbMATH DE Number: 6633473 / rank @@
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@@ Property / zbMATH Keywords @@
+mispricing
@@ Property / zbMATH Keywords: mispricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy jumps
@@ Property / zbMATH Keywords: Lévy jumps / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymmetric information
@@ Property / zbMATH Keywords: asymmetric information / rank @@
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@@ Property / zbMATH Keywords @@
+optimal portfolio
@@ Property / zbMATH Keywords: optimal portfolio / rank @@
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@@ Property / zbMATH Keywords @@
+expected utility
@@ Property / zbMATH Keywords: expected utility / rank @@
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@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2014.12.045
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@@ Property / OpenAlex ID @@
+W2169311171
@@ Property / OpenAlex ID: W2169311171 / rank @@
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@@ Property / cites work @@
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@@ Property / DOI @@
+.1016/J.EJOR.2014.12.045
@@ Property / DOI: 10.1016/J.EJOR.2014.12.045 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:319248