Martingale Analysis for Assets with Discontinuous Returns (Q4835397)
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scientific article; zbMATH DE number 764071
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingale Analysis for Assets with Discontinuous Returns |
scientific article; zbMATH DE number 764071 |
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Martingale Analysis for Assets with Discontinuous Returns (English)
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31 August 1995
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point processes
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stochastic intensity
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equivalent martingale measure
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optimal consumption
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investment
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0.90163016
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0.8782102
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0.8782102
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0.87474704
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0.8729926
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0.8711494
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0.86349595
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