THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS (Q3094329)

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THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS
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    title
    THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS (English)
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    author
    Dewen Xiong
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    Michael Kohlmann
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    publication date
    24 October 2011
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    Mathematics Subject Classification ID
    91G80
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    60G99
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    60H30
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    zbMATH DE Number
    5962749
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    zbMATH Keywords
    compatible bond-stock market
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    common equivalent martingale measure
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    (approximate) completeness
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    variance optimal hedging
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    OpenAlex ID
    W1988792988
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