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A financial market with singular drift and no arbitrage - MaRDI portal

A financial market with singular drift and no arbitrage (Q2037760)

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English
A financial market with singular drift and no arbitrage
scientific article

    Statements

    title
    A financial market with singular drift and no arbitrage (English)
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    author
    Nacira Agram
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    Bernt Øksendal
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    publication date
    8 July 2021
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    zbMATH Keywords
    jump diffusion
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    financial market with local time drift term
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    arbitrage
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    optimal portfolio
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    delayed information
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    Donsker delta function
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    white noise calculus
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    Identifiers

    Mathematics Subject Classification ID
    91G15
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    91G10
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    60H05
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    60H40
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    zbMATH DE Number
    7369780
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    OpenAlex ID
    W3106801142
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    arXiv ID
    1909.12578
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