Market viability and martingale measures under partial information
type: Dataset
description: International audience
landing page: 1387-5841
keyword: 60g4460g51-60g5791b70-91g80-93e2094a17
keyword: bsde
keyword: infoeu-reposemanticsarticle
keyword: journal-articles
keyword: jump-diffusion
keyword: martingale-measure
keyword: mathmath-gmmathematics-mathgeneral-mathematics-mathgm
keyword: maximum-principle
keyword: optimal-portfolio
keyword: partial-information
keyword: utility-maximization
keyword: viability
issued: 2026-05-14T10:27:19.108449
modified: 2026-05-14T10:27:19.108454
language: en
contact point: Organization
  fn: CCSD

test_moissonnage_selune
type: Agent

Market viability and martingale measures under partial information
type: Distribution
format: HTML
access URL: https://inria.hal.science/hal-00789517
issued: 2026-05-14T10:27:19.112122
modified: 2026-05-14T10:27:19.082620