Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343)
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scientific article; zbMATH DE number 6040113
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| English | Minimal martingale measure: pricing and hedging in a pure jump model under restricted information |
scientific article; zbMATH DE number 6040113 |
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Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (English)
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31 May 2012
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minimal martingale measure
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pricing under restricted information
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marked point processes
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filtering
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0.8363497257232666
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0.8343405723571777
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0.8059732913970947
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0.8014379739761353
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0.7967709302902222
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