Risk Minimization with Incomplete Information in a Model for High-Frequency Data
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Publication:2707144
DOI10.1111/1467-9965.00090zbMath1022.91023OpenAlexW2012165913MaRDI QIDQ2707144
Publication date: 29 March 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00090
incomplete marketsmarked point processeshigh-frequency datanonlinear filtering problemrisk-minimizing hedging strategies
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