Risk Minimization with Incomplete Information in a Model for High-Frequency Data (Q2707144)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Minimization with Incomplete Information in a Model for High-Frequency Data |
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Risk Minimization with Incomplete Information in a Model for High-Frequency Data (English)
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29 March 2001
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high-frequency data
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incomplete markets
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marked point processes
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nonlinear filtering problem
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risk-minimizing hedging strategies
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