Nikeghbali, Ashkan; Platen, Eckhard - Finance Discipline Group, Business School - 2008
, honest times, growth optimal
portfolio, benchmark approach, real world pricing, nonnegative local martingales.
1Institut f … Introduction
In this paper we consider a general class of jump-difiusion flnancial market models
under the benchmark approach …. 41, 19{34.
Platen, E. & D. Heath (2006). A Benchmark Approach to Quantitative Finance.
Springer Finance. Springer …