Risk-minimality and orthogonality of martingales (Q3481019): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/17442509008833637 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2058040543 / rank | |||
Normal rank | |||
Latest revision as of 01:25, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-minimality and orthogonality of martingales |
scientific article |
Statements
Risk-minimality and orthogonality of martingales (English)
0 references
1990
0 references
orthogonality of martingales and semimartingales
0 references
stochastic integrals
0 references
bounded predictable process
0 references
decomposition
0 references
theory of option trading
0 references
