A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032)
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scientific article; zbMATH DE number 6201901
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market |
scientific article; zbMATH DE number 6201901 |
Statements
A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (English)
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27 August 2013
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forward utility field
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Itō-Ventzell formula
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jump markets
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