Incomplete markets with jumps and informed agents
type: Item
instance of: scholarly article
title: Incomplete markets with jumps and informed agents
zbMATH Open document ID: 0940.91063
author: Robert J. Elliott
author: Monique Jeanblanc
published in: Mathematical Methods of Operations Research
publication date: 2000-05-07T00:00:00Z
Mathematics Subject Classification ID: 91B99
Mathematics Subject Classification ID: 60G99
zbMATH DE Number: 1439916
zbMATH Keywords: Poisson process
zbMATH Keywords: insider trading
zbMATH Keywords: investment/consumption optimization
MaRDI profile type: Publication
full work available at URL: s001860050082
OpenAlex ID: W2041554824
DOI: 10.1007/S001860050082
description: scientific article; zbMATH DE number 1439916