A financial market with singular drift and no arbitrage (Q2037760)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A financial market with singular drift and no arbitrage |
scientific article |
Statements
A financial market with singular drift and no arbitrage (English)
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8 July 2021
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jump diffusion
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financial market with local time drift term
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arbitrage
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optimal portfolio
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delayed information
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Donsker delta function
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white noise calculus
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