Minimal martingale measure: pricing and hedging in a pure jump model under restricted information
type: Item
instance of: scholarly article
title: Minimal martingale measure: pricing and hedging in a pure jump model under restricted information
zbMATH Open document ID: 1238.91132
author: Paola Tardelli
published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods
publication date: 2012-05-31T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 91B25
zbMATH DE Number: 6040113
zbMATH Keywords: minimal martingale measure
zbMATH Keywords: pricing under restricted information
zbMATH Keywords: marked point processes
zbMATH Keywords: filtering
MaRDI profile type: Publication
full work available at URL: j.na.2009.02.049
OpenAlex ID: W1992325491
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DOI: 10.1016/J.NA.2009.02.049
description: scientific article; zbMATH DE number 6040113