Insider models with finite utility in markets with jumps (Q649119)

From MaRDI portal
Revision as of 17:37, 4 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Insider models with finite utility in markets with jumps
scientific article

    Statements

    Insider models with finite utility in markets with jumps (English)
    0 references
    0 references
    0 references
    30 November 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    asymmetric markets
    0 references
    markets driven by Lévy processes
    0 references
    enlargement of filtrations
    0 references
    0 references