Risk-minimality and orthogonality of martingales (Q3481019): Difference between revisions
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Revision as of 10:56, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-minimality and orthogonality of martingales |
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Risk-minimality and orthogonality of martingales (English)
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1990
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orthogonality of martingales and semimartingales
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stochastic integrals
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bounded predictable process
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decomposition
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theory of option trading
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