Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimal martingale measure: pricing and hedging in a pure jump model under restricted information |
scientific article |
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Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (English)
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31 May 2012
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minimal martingale measure
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pricing under restricted information
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marked point processes
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filtering
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