\(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508)
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scientific article; zbMATH DE number 1355256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\mathcal E\)-martingales and their applications in mathematical finance |
scientific article; zbMATH DE number 1355256 |
Statements
\(\mathcal E\)-martingales and their applications in mathematical finance (English)
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5 June 2000
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semimartingales
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stochastic integrals
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stochastic exponential
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reverse Hölder inequalities
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weighted norm inequalities
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Föllmer-Schweizer decomposition
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