Risk-minimality and orthogonality of martingales (Q3481019)
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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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