Portfolio generating functions with price driven by Brownian motions and Poisson point processes (Q3071685)
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scientific article; zbMATH DE number 5846712
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| English | Portfolio generating functions with price driven by Brownian motions and Poisson point processes |
scientific article; zbMATH DE number 5846712 |
Statements
5 February 2011
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Poisson point processes
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stochastic differential equations
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market asset portfolio
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portfolio generating function
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0.8033825755119324
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0.8033655881881714
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0.7683632373809814
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0.7637725472450256
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0.7585166692733765
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