m-Double Poisson Lévy markets (Q5139259)

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scientific article; zbMATH DE number 7282800
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m-Double Poisson Lévy markets
scientific article; zbMATH DE number 7282800

    Statements

    m-Double Poisson Lévy markets (English)
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    7 December 2020
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    mispricing
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    asymmetric information
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    \(m\)-double Poisson markets
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    optimal portfolio
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    instantaneous centralized moments of returns
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