Local risk-minimization under restricted information on asset prices (Q894154)
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scientific article; zbMATH DE number 6514479
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Local risk-minimization under restricted information on asset prices |
scientific article; zbMATH DE number 6514479 |
Statements
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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0.8408812284469604
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0.8262395262718201
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0.8071656227111816
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0.8062869906425476
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0.8024333119392395
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