Explicit form and robustness of martingale representations. (Q1872167)
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scientific article; zbMATH DE number 1905962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit form and robustness of martingale representations. |
scientific article; zbMATH DE number 1905962 |
Statements
Explicit form and robustness of martingale representations. (English)
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6 May 2003
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martingale representation
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Clark-Haussmann formula
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stability
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weak convergence
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0.8947791
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0.89405215
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0.8915961
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0.8872355
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