Portfolio optimization in discontinuous markets under incomplete information (Q2461283): Difference between revisions

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+Point processes and queues. Martingale dynamics
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+Q3136505
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+A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA
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+Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem
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+Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities
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+Q5566063
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+Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon.
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+Q3509355
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+Q3511646
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+Q4657108
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+Optimal investment in incomplete markets when wealth may become negative.
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