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m-Double Poisson Lévy markets - MaRDI portal

m-Double Poisson Lévy markets (Q5139259)

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scientific article; zbMATH DE number 7282800
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English
m-Double Poisson Lévy markets
scientific article; zbMATH DE number 7282800

    Statements

    title
    m-Double Poisson Lévy markets (English)
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    publication date
    7 December 2020
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    zbMATH Keywords
    mispricing
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    asymmetric information
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    \(m\)-double Poisson markets
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    optimal portfolio
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    instantaneous centralized moments of returns
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    cites work
    Q5423895
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    Q4435813
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    Identifiers

    zbMATH DE Number
    7282800
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    OpenAlex ID
    W3025611681
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