m-Double Poisson Lévy markets (Q5139259)
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scientific article; zbMATH DE number 7282800
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | m-Double Poisson Lévy markets |
scientific article; zbMATH DE number 7282800 |
Statements
m-Double Poisson Lévy markets (English)
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7 December 2020
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mispricing
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asymmetric information
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\(m\)-double Poisson markets
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optimal portfolio
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instantaneous centralized moments of returns
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