Local risk-minimization under restricted information on asset prices (Q894154)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Local risk-minimization under restricted information on asset prices |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Local risk-minimization under restricted information on asset prices |
scientific article |
Statements
Local risk-minimization under restricted information on asset prices (English)
0 references
27 November 2015
0 references
local risk-minimization
0 references
semimartingale financial market
0 references
partial information
0 references
Markovian processes
0 references
filtering
0 references
0.8408812284469604
0 references
0.8262395262718201
0 references
0.8071656227111816
0 references
0.8062869906425476
0 references
0.8024333119392395
0 references
