Pages that link to "Item:Q299877"
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The following pages link to A jump model for fads in asset prices under asymmetric information (Q299877):
Displayed 7 items.
- A discontinuous mispricing model under asymmetric information (Q319248) (← links)
- Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
- Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
- Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406) (← links)
- Modelling fundamental analysis in portfolio selection (Q4554497) (← links)
- m-Double Poisson Lévy markets (Q5139259) (← links)
- Strategic trading with information acquisition and long-memory stochastic liquidity (Q6167433) (← links)