A discontinuous mispricing model under asymmetric information (Q319248)
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scientific article; zbMATH DE number 6633473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discontinuous mispricing model under asymmetric information |
scientific article; zbMATH DE number 6633473 |
Statements
A discontinuous mispricing model under asymmetric information (English)
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6 October 2016
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mispricing
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Lévy jumps
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asymmetric information
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optimal portfolio
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expected utility
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