Incomplete markets with jumps and informed agents (Q1974592)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Incomplete markets with jumps and informed agents |
scientific article; zbMATH DE number 1439916
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Incomplete markets with jumps and informed agents |
scientific article; zbMATH DE number 1439916 |
Statements
Incomplete markets with jumps and informed agents (English)
0 references
7 May 2000
0 references
Poisson process
0 references
insider trading
0 references
investment/consumption optimization
0 references
0.8169760704040527
0 references
0.8032796382904053
0 references
0.7958287596702576
0 references
0.7912470102310181
0 references
