Insider models with finite utility in markets with jumps (Q649119)
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scientific article; zbMATH DE number 5982666
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Insider models with finite utility in markets with jumps |
scientific article; zbMATH DE number 5982666 |
Statements
Insider models with finite utility in markets with jumps (English)
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30 November 2011
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asymmetric markets
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markets driven by Lévy processes
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enlargement of filtrations
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0.8649889230728149
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0.8608130812644958
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0.8508960604667664
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0.8310931921005249
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