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scientific article
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scientific article

    Statements

    author
    Giulia Di Nunno
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    Bernt Øksendal
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    publication date
    22 September 2009
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    zbMATH Keywords
    white noise
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    Donsker delta function
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    Fourier transform
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    incomplete market
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    non-hedgeable claim
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    Identifiers

    Mathematics Subject Classification ID
    60H40
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    60G51
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    60G57
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    91G80
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    zbMATH DE Number
    5606168
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