A General Benchmark Model for Stochastic Jump Sizes (Q5697673)
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scientific article; zbMATH DE number 2215379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General Benchmark Model for Stochastic Jump Sizes |
scientific article; zbMATH DE number 2215379 |
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A General Benchmark Model for Stochastic Jump Sizes (English)
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18 October 2005
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Approximate market completeness, Arbitrage, Benchmark model, Growth optimal portfolio, Marked point process, Market price of risk
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