Markovian regime-switching market completion using additional Markov jump assets (Q2912029)
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: Markovian regime-switching market completion using additional Markov jump assets |
scientific article; zbMATH DE number 6082103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovian regime-switching market completion using additional Markov jump assets |
scientific article; zbMATH DE number 6082103 |
Statements
Markovian regime-switching market completion using additional Markov jump assets (English)
0 references
13 September 2012
0 references
Markovian regime-switching markets
0 references
double martingales
0 references
martingale representation
0 references
market completion
0 references
marked point processes
0 references
