Pages that link to "Item:Q2501130"
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The following pages link to Filtering on a partially observed ultra-high-frequency data model (Q2501130):
Displayed 6 items.
- Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- A partially observed ultra-high-frequency data model: risk-minimizing hedging (Q2462626) (← links)
- RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594) (← links)
- RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR (Q5358112) (← links)
- UTILITY MAXIMIZATION IN A PURE JUMP MODEL WITH PARTIAL OBSERVATION (Q5392602) (← links)