$\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE (Q3621564)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | $\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE |
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$\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE (English)
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21 April 2009
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semimartingales
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stochastic integrals
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\(q\)-optimal martingale measure
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option pricing
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mathematical finance
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