"Efficient Hedging When Asset Prices Follow A Geometric Poisson Process ..."

Michael Kirch, Wolfgang J. Runggaldier (2004)

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DOI: 10.1137/S0363012903423168

access: closed

type: Journal Article

metadata version: 2020-07-09

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Michael Kirch, Wolfgang J. Runggaldier:
Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities. SIAM J. Control. Optim. 43(4): 1174-1195 (2004)

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