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The insider problem in the trinomial model: a discrete-time jump process approach

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Halconruy, Hélène
Formato:	Preprint
Publicado:	2021
Materias:	Probability Mathematical Finance Portfolio Management 60J74, 60G55, 91G20, 60H30, 60H07, 91G10, 94A17
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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