Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5713114
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk Minimization for a Filtering Micromovement Model of Asset Price |
scientific article; zbMATH DE number 5713114 |
Statements
Risk Minimization for a Filtering Micromovement Model of Asset Price (English)
0 references
27 May 2010
0 references
risk minimization
0 references
minimal martingale measure
0 references
filtering
0 references
counting process
0 references
high frequency data
0 references
0 references
0 references
0 references
0 references
0 references
0.89015305
0 references
0.87150794
0 references
0.87083143
0 references
0.86845136
0 references
0.8668379
0 references
0.86032987
0 references
0.85870516
0 references
0.8578418
0 references
0.8577364
0 references
