Anticipative information in a Brownian-Poisson market (Q6549632)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7859374
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Anticipative information in a Brownian-Poisson market |
scientific article; zbMATH DE number 7859374 |
Statements
Anticipative information in a Brownian-Poisson market (English)
0 references
4 June 2024
0 references
optimal portfolio
0 references
Malliavin calculus
0 references
Clark-Ocone formula
0 references
insider information
0 references
value of the information
0 references
0 references
0 references
0 references
0.7548896074295044
0 references
0.7047164440155029
0 references
0.700730562210083
0 references
0.6987560391426086
0 references
