A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032)

From MaRDI portal
Revision as of 20:21, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
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

    title
    A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (English)
    0 references
    author
    Michael Kohlmann
    0 references
    Li Siyuan
    0 references
    Dewen Xiong
    0 references
    publication date
    27 August 2013
    0 references
    Mathematics Subject Classification ID
    91G10
    0 references
    60H30
    0 references
    60G44
    0 references
    zbMATH DE Number
    6201901
    0 references
    zbMATH Keywords
    forward utility field
    0 references
    Itō-Ventzell formula
    0 references
    jump markets
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2844032&oldid=15771533"
    Powered by MediaWiki