Strong innovation and its applications to information diffusion modelling in finance.
Georgian mathematical journal, Tome 9 (2002) no. 2, pp. 383-402
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Keywords:
partial information, innovation process, mean-variance hedging, utility maximization, diffusion model
@article{GMJ_2002__9_2_52366,
author = {Toronjadze, T.},
title = {Strong innovation and its applications to information diffusion modelling in finance.},
journal = {Georgian mathematical journal},
pages = {383--402},
year = {2002},
volume = {9},
number = {2},
zbl = {1087.91027},
language = {en},
url = {http://geodesic.mathdoc.fr/item/GMJ_2002__9_2_52366/}
}
Toronjadze, T. Strong innovation and its applications to information diffusion modelling in finance.. Georgian mathematical journal, Tome 9 (2002) no. 2, pp. 383-402. http://geodesic.mathdoc.fr/item/GMJ_2002__9_2_52366/