scientific article; zbMATH DE number 679796

zbMath0807.60058MaRDI QIDQ4311840

Pascale Monat, Christophe Stricker

Publication date: 28 February 1995

Full work available at URL: http://www.numdam.org/item?id=SPS_1994__28__189_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

semimartingaleisometry property of the stochastic integrallocally square-integrable local martingale

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44)

Related Items

Harmonic analysis of stochastic equations and backward stochastic differential equations ⋮ Approximation pricing and the variance-optimal martingale measure ⋮ Pricing and hedging Asian-style options on energy ⋮ Hedging of defaultable claims in a structural model using a locally risk-minimizing approach ⋮ Stability results for martingale representations: The general case ⋮ \(\mathcal E\)-martingales and their applications in mathematical finance