Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy |
scientific article |
Statements
Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (English)
0 references
7 November 2019
0 references
Carr-Geman-Madan-Yor (CGMY) markets
0 references
mispricing models under asymmetric information
0 references
optimal portfolio
0 references
instantaneous centralized moments of returns (ICMR)
0 references
0 references
0 references
