A partially observed ultra-high-frequency data model: risk-minimizing hedging
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Publication:2462626
DOI10.1007/s10440-007-9163-5zbMath1130.91029OpenAlexW1968333756MaRDI QIDQ2462626
Publication date: 3 December 2007
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-007-9163-5
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Related Items (2)
Statistical causality and purely discontinuous local martingales ⋮ Minimal martingale measure: pricing and hedging in a pure jump model under restricted information
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