scientific article

zbMATH Open1150.62458MaRDI QIDQ3500504

Haifeng Zhang

Publication date: 3 June 2008

Title of this publication is not available (Why is that?)

zbMATH Keywords

Galtchouk-Kunita-Watanabe decompositionspecial semimartingalesvariance-optimal martingale measures

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalizations of martingales (60G48) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

Mean-variance hedging and forward-backward stochastic differential filtering equations

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