Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities (Q4652577): Difference between revisions
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Revision as of 16:46, 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)
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28 February 2005
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geometric Poisson process
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piecewise deterministic control problems
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incomplete information
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incomplete markets
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efficient hedging
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Bayesian approach
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