Market viability and martingale measures under partial information (Q2340293)
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scientific article
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| English | Market viability and martingale measures under partial information |
scientific article |
Statements
Market viability and martingale measures under partial information (English)
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16 April 2015
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financial market model
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martingale measures
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jump diffusion
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martingale deflator
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partial information
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optimal portfolio
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maximum principle
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backward stochastic differential equation
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viability
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utility maximization
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0.7800614237785339
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0.7781980633735657
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0.7766947150230408
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0.7731024026870728
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0.7704061269760132
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