A discontinuous mispricing model under asymmetric information (Q319248)
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scientific article; zbMATH DE number 6633473
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A discontinuous mispricing model under asymmetric information |
scientific article; zbMATH DE number 6633473 |
Statements
A discontinuous mispricing model under asymmetric information (English)
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6 October 2016
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mispricing
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Lévy jumps
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asymmetric information
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optimal portfolio
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expected utility
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0.8789932131767273
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0.8227239847183228
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0.7981838583946228
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0.7951095104217529
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0.7890292406082153
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