m-Double Poisson Lévy markets
Year of publication: |
2020
|
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Authors: | Buckley, Winston S. ; Long, Hongwei ; Perera, Sandun |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 10, p. 1663-1679
|
Subject: | Asymmetric information | Instantaneous centralized moments of returns | m-Double Poisson markets | Mispricing | Optimal portfolio | Theorie | Theory | Asymmetrische Information | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income |
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