A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment (Q4451275)
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scientific article; zbMATH DE number 2046409
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| English | A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment |
scientific article; zbMATH DE number 2046409 |
Statements
A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment (English)
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23 February 2004
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0.7968191504478455
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0.782922625541687
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0.7701851725578308
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0.7603793740272522
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