A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment
Work
Year: 2003
Type: article
Author H. Pham
Institutions Délégation Paris 7, Centre de Recherche en Économie et Statistique, Université Paris Cité
Cites: 24
Cited by: 33
Related to: 10
FWCI: 0.297
Citation percentile (by year/subfield): 66.03
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed