Minimal martingale measures for jump diffusion processes (Q4819453): Difference between revisions
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Revision as of 18:32, 5 March 2024
scientific article; zbMATH DE number 2103361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal martingale measures for jump diffusion processes |
scientific article; zbMATH DE number 2103361 |
Statements
Minimal martingale measures for jump diffusion processes (English)
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24 September 2004
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minimal martingale measure
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incomplete market
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jump diffusion process
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locally risk minimizing
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