Risk minimizing hedging for a partially observed high frequency data model (Q3426316)
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scientific article; zbMATH DE number 5132257
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| English | Risk minimizing hedging for a partially observed high frequency data model |
scientific article; zbMATH DE number 5132257 |
Statements
Risk minimizing hedging for a partially observed high frequency data model (English)
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8 March 2007
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high-frequency data
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hedging under restricted information
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risk minimizing hedging strategies
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marked point processes
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jump-diffusions
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filtering
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0.8854184746742249
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0.8854184746742249
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0.8601595163345337
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0.859393298625946
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