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Option pricing theory
Optionspreistheorie
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filtering
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jump-diffusions
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marked point processes
2
Backward stochastic differential equations
1
Börsenkurs
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CAPM
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Dynamic indifference valuation
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Entropie
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Entropy
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Financial market
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Finanzmarkt
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High-frequency data
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Incomplete information
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Jump processes
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Minimal entropy measure
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Portfolio selection
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Portfolio-Management
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Pricing under restricted information
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Risiko
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Risk
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Share price
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Stochastic process
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Stochastischer Prozess
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Utility maximization
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minimal entropy martingale measure
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Ceci, Claudia
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Gerardi, Anna
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Utility indifference valuation for jump risky assets
Ceci, Claudia
;
Gerardi, Anna
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 85-120
Persistent link: https://www.econbiz.de/10009375096
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2
Pricing for geometric marked point processes under partial information : entropy approach
Ceci, Claudia
;
Gerardi, Anna
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10003855758
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