A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:21, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market |
scientific article |
Statements
A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (English)
0 references
27 August 2013
0 references
forward utility field
0 references
Itō-Ventzell formula
0 references
jump markets
0 references
