Martingale Representation and Admissible Portfolio Process with Regime Switching (Q3081441)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale Representation and Admissible Portfolio Process with Regime Switching |
scientific article |
Statements
Martingale Representation and Admissible Portfolio Process with Regime Switching (English)
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8 March 2011
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consumption processes
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contingent claims
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Esscher transform
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martingale representation
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regime switching
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