Pages that link to "Item:Q2462626"
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The following pages link to A partially observed ultra-high-frequency data model: risk-minimizing hedging (Q2462626):
Displaying 5 items.
- Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343) (← links)
- Filtering on a partially observed ultra-high-frequency data model (Q2501130) (← links)
- Risk minimization with incomplete information in a model for high-frequency data (Q2707144) (← links)
- Statistical causality and purely discontinuous local martingales (Q5086718) (← links)
- A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH (Q5483505) (← links)