Local risk-minimization under restricted information on asset prices
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Publication:894154
DOI10.1214/EJP.v20-3204zbMath1329.60112arXiv1312.4385OpenAlexW2133095951MaRDI QIDQ894154
Alessandra Cretarola, Katia Colaneri, Claudia Ceci
Publication date: 27 November 2015
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.4385
filteringpartial informationlocal risk-minimizationMarkovian processessemimartingale financial market
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