On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion (Q5391373)
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scientific article; zbMATH DE number 5875169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion |
scientific article; zbMATH DE number 5875169 |
Statements
On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion (English)
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6 April 2011
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constrained market
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completion
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hedging and pricing
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diffusion with jumps
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different interest rates
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