Risk minimizing hedging for a partially observed high frequency data model (Q3426316)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimizing hedging for a partially observed high frequency data model |
scientific article |
Statements
Risk minimizing hedging for a partially observed high frequency data model (English)
0 references
8 March 2007
0 references
high-frequency data
0 references
hedging under restricted information
0 references
risk minimizing hedging strategies
0 references
marked point processes
0 references
jump-diffusions
0 references
filtering
0 references
