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Incomplete markets with jumps and informed agents |
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| Authors: | Robert J Elliott Monique Jeanblanc |
| Institution: | (1) Department of Mathematical Science, University of Alberta, 632 Central Academic Building, Edmonton, Alberta, Canada T6G 2G1 (e-mail: relliott@gpu.srv.ualberta.ca), CA;(2) Equipe d'analyse et probabilités, Université d'Evry Val d'Essonne, Boulevard des coquibus, F-91025 Evry Cedex, France (e-mail: jeanbl@maths.univ-evry.fr), FR |
| Abstract: | |
| Keywords: | : Poisson process insider trading investment/consumption optimization |
| 本文献已被 SpringerLink 等数据库收录！ | |