Incomplete markets with jumps and informed agents
Year of publication: |
1999
|
---|---|
Authors: | Elliott, Robert J. ; Jeanblanc, Monique |
Published in: |
Computational Statistics. - Springer. - Vol. 50.1999, 3, p. 475-492
|
Publisher: |
Springer |
Subject: | Poisson process | insider trading | investment/consumption optimization |
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