A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow (Q4443061)
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scientific article; zbMATH DE number 2024342
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow |
scientific article; zbMATH DE number 2024342 |
Statements
A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow (English)
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8 January 2004
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backward semimartingale equation
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variance-optimal martingale measure
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incomplete markets
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contingent claim pricing
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