A continuous time financial market with a Poisson process as transaction timer (Q1599364)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A continuous time financial market with a Poisson process as transaction timer |
scientific article; zbMATH DE number 1752549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A continuous time financial market with a Poisson process as transaction timer |
scientific article; zbMATH DE number 1752549 |
Statements
A continuous time financial market with a Poisson process as transaction timer (English)
0 references
9 June 2002
0 references
portfolio management
0 references
transaction costs
0 references
utility functions
0 references
Poisson point processes
0 references
Monte Carlo simulations
0 references
