On the minimal martingale measure and the möllmer-schweizer decomposition (Q4859232): Difference between revisions

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+Martin Schweizer
@@ Property / author: Martin Schweizer / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/07362999508809418
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@@ Property / OpenAlex ID @@
+W2040425860
@@ Property / OpenAlex ID: W2040425860 / rank @@
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@@ Property / cites work @@
+The strong ergodic theorem for densities: Generalized Shannon-McMillan- Breiman theorem
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+On the existence and characterization of arbitrage–free measure in contingent claim valuation
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+A general version of the fundamental theorem of asset pricing
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+Q3957683
@@ Property / cites work: Q3957683 / rank @@
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+Option Pricing Under Incompleteness and Stochastic Volatility
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+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
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@@ Property / cites work @@
+Sur l'int�grabilit� uniforme des martingales exponentielles
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@@ Property / cites work @@
+Martingale densities for general asset prices
@@ Property / cites work: Martingale densities for general asset prices / rank @@
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@@ Property / cites work @@
+Approximating random variables by stochastic integrals
+Normal rank