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

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+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
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+Option Pricing Under Incompleteness and Stochastic Volatility
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+Calcul stochastique et problèmes de martingales
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+Sur l'int�grabilit� uniforme des martingales exponentielles
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+Martingale densities for general asset prices
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+Approximating random variables by stochastic integrals
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