Incomplete markets with jumps and informed agents (Q1974592)
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scientific article; zbMATH DE number 1439916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incomplete markets with jumps and informed agents |
scientific article; zbMATH DE number 1439916 |
Statements
Incomplete markets with jumps and informed agents (English)
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7 May 2000
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Poisson process
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insider trading
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investment/consumption optimization
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