Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Minimization for a Filtering Micromovement Model of Asset Price |
scientific article |
Statements
Risk Minimization for a Filtering Micromovement Model of Asset Price (English)
0 references
27 May 2010
0 references
risk minimization
0 references
minimal martingale measure
0 references
filtering
0 references
counting process
0 references
high frequency data
0 references
0 references
0 references
0 references
0 references
0 references
