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Risk-minimality and orthogonality of martingales - MaRDI portal

Risk-minimality and orthogonality of martingales (Q3481019)

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Risk-minimality and orthogonality of martingales
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    Risk-minimality and orthogonality of martingales (English)
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    1990
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    orthogonality of martingales and semimartingales
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    stochastic integrals
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    bounded predictable process
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    decomposition
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    theory of option trading
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