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Q4892148 - MaRDI portal

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scientific article; zbMATH DE number 926726
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scientific article; zbMATH DE number 926726

    Statements

    author
    Tahir Choulli
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    Christophe Stricker
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    publication date
    6 November 1997
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    zbMATH Keywords
    semimartingale
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    structure conditions
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    Galtchouk-Kunita-Watanabe decomposition
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    Föllmer-Schweizer decomposition
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    arbitrage
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    Identifiers

    zbMATH DE Number
    926726
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