Amanote Research

Amanote Research

    RegisterSign In

Incomplete Financial Markets and Jumps in Asset Prices

SSRN Electronic Journal
doi 10.2139/ssrn.1438032
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2009

Authors
Hervé CresTobias MarkeprandMich Palle Tvede
Publisher

Elsevier BV


Related search

Options Prices in Incomplete Markets

ESAIM: Proceedings and Surveys
2017English

Minimax Asset Price Bounds in Incomplete Markets

SSRN Electronic Journal
2007English

Sharpe Ratio Maximization and Expected Utility When Asset Prices Have Jumps

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2007English

Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity

SSRN Electronic Journal
2015English

Constant Proportion Portfolio Insurance in the Presence of Jumps in Asset Prices

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2009English

Jumps in Financial Markets: A New Nonparametric Test and Jump Clustering

SSRN Electronic Journal
2005English

World Asset Markets and the Global Financial Cycle

2015English

Misinformation About Dividend Payouts Influences Transaction Prices in Experimental Asset Markets

e-Finanse
2019English

Regime Jumps in Electricity Prices

SSRN Electronic Journal
2001English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy