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Q4718256 - MaRDI portal

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scientific article; zbMATH DE number 953308
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English
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scientific article; zbMATH DE number 953308

    Statements

    author
    Pascale Monat
    0 references
    Christophe Stricker
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    publication date
    7 January 1997
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    zbMATH Keywords
    semimartingale
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    incomplete market
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    Galtchouk-Kunita-Watanabe decomposition
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    Föllmer-Schweizer decomposition
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    Identifiers

    zbMATH DE Number
    953308
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