Strong innovation and its applications to information diffusion modelling in finance.
Georgian Mathematical Journal (2002)
- Volume: 9, Issue: 2, page 383-402
- ISSN: 1072-947X
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topToronjadze, T.. "Strong innovation and its applications to information diffusion modelling in finance.." Georgian Mathematical Journal 9.2 (2002): 383-402. <http://eudml.org/doc/52366>.
@article{Toronjadze2002,
author = {Toronjadze, T.},
journal = {Georgian Mathematical Journal},
keywords = {partial information; innovation process; mean-variance hedging; utility maximization; diffusion model},
language = {eng},
number = {2},
pages = {383-402},
publisher = {Walter de Gruyter},
title = {Strong innovation and its applications to information diffusion modelling in finance.},
url = {http://eudml.org/doc/52366},
volume = {9},
year = {2002},
}
TY - JOUR
AU - Toronjadze, T.
TI - Strong innovation and its applications to information diffusion modelling in finance.
JO - Georgian Mathematical Journal
PY - 2002
PB - Walter de Gruyter
VL - 9
IS - 2
SP - 383
EP - 402
LA - eng
KW - partial information; innovation process; mean-variance hedging; utility maximization; diffusion model
UR - http://eudml.org/doc/52366
ER -
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