A financial market with singular drift and no arbitrage
Year of publication: |
2021
|
---|---|
Authors: | Agram, Nacira ; Øksendal, Bernt K. |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 15.2021, 3, p. 477-500
|
Subject: | Jump diffusion | Financial market with a local time drift term | Arbitrage | Optimal portfolio | Delayed information | Donsker delta function | White noise calculus | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Arbitrage Pricing | Arbitrage pricing | Anlageverhalten | Behavioural finance |
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