A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment

DOI10.1080/104511203100001621237zbMath1034.60057OpenAlexW2151056977MaRDI QIDQ4451275

Huyên Pham

Publication date: 23 February 2004

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/104511203100001621237

Mathematics Subject Classification ID

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