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A projection result for semimartingales - MaRDI portal

A projection result for semimartingales (Q4853906)

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scientific article; zbMATH DE number 812716
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English
A projection result for semimartingales
scientific article; zbMATH DE number 812716

    Statements

    title
    A projection result for semimartingales (English)
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    publication date
    13 February 1996
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    zbMATH Keywords
    semimartingales
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    stochastic integrals
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    projection theorem
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    mean-variance tradeoff
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    financial mathematics
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    author
    Martin Schweizer
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    Identifiers

    zbMATH DE Number
    812716
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    OpenAlex ID
    W3123888098
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