A General Benchmark Model for Stochastic Jump Sizes (Q5697673)

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scientific article; zbMATH DE number 2215379
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A General Benchmark Model for Stochastic Jump Sizes
scientific article; zbMATH DE number 2215379

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    A General Benchmark Model for Stochastic Jump Sizes (English)
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    18 October 2005
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    Approximate market completeness, Arbitrage, Benchmark model, Growth optimal portfolio, Marked point process, Market price of risk
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