A Model with Interacting Assets Driven by Poisson Processes (Q3375546)
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scientific article; zbMATH DE number 5012608
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Model with Interacting Assets Driven by Poisson Processes |
scientific article; zbMATH DE number 5012608 |
Statements
A Model with Interacting Assets Driven by Poisson Processes (English)
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14 March 2006
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hedging
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incomplete markets
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interacting assets
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option pricing
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Poisson processes
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residual risk
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self-financing strategies
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0.7841237783432007
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0.7709828019142151
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0.7657294273376465
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0.765314519405365
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