Local risk-minimization under restricted information on asset prices (Q894154)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local risk-minimization under restricted information on asset prices |
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Local risk-minimization under restricted information on asset prices (English)
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27 November 2015
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local risk-minimization
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semimartingale financial market
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partial information
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Markovian processes
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filtering
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