Pages that link to "Item:Q3565104"
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The following pages link to Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104):
Displaying 7 items.
- Comparison of numerical methods on pricing equations with non-Lévy jumps (Q330364) (← links)
- Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
- A branching particle approximation to a filtering micromovement model of asset price (Q453787) (← links)
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Stability of the filter with Poisson observations (Q500868) (← links)
- Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times (Q1809502) (← links)
- Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)