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~institution:"Dipartimento di Scienze Economiche, Facoltà di Economia"
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Dipartimento di Scienze Economiche, Facoltà di Economia
University of Bonn, Germany
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Monte Carlo derivative pricing with partial information in a class of doubly stochastic Poisson processes with marks
Centanni, Silvia
;
Minozzo, Marco
-
Dipartimento di Scienze Economiche, Facoltà di Economia
-
2010
martingale
measure
. In particular, conditions for the existence of the minimal
martingale
measure
Q are derived, and properties …
Persistent link: https://www.econbiz.de/10008765705
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