Insider models with finite utility in markets with jumps (Q649119): Difference between revisions
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Revision as of 00:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Insider models with finite utility in markets with jumps |
scientific article |
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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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