Efficient Hedging When Asset Prices Follow A Geometric...

SIAM Journal on Control and Optimization 2004 / 01 Vol. 43; Iss. 4

Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities

Kirch, Michael, Runggaldier, Wolfgang J.
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Volume:
43
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/s0363012903423168
Date:
January, 2004
File:
PDF, 245 KB
english, 2004
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