A projection result for semimartingales (Q4853906)
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scientific article; zbMATH DE number 812716
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A projection result for semimartingales |
scientific article; zbMATH DE number 812716 |
Statements
A projection result for semimartingales (English)
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13 February 1996
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semimartingales
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stochastic integrals
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projection theorem
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mean-variance tradeoff
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financial mathematics
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0.852340579032898
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