The compatible bond-stock market with jumps
Year of publication: |
2011
|
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Authors: | Xiong, Dewen ; Kohlmann, Michael |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 14.2011, 5, p. 723-755
|
Subject: | Compatible bond-stock market | common equivalent martingale measure (CEMM) | variance-optimal martingale (VOM) | measure-valued strategy | Martingal | Martingale | Optionspreistheorie | Option pricing theory | CAPM |
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