GKW representation theorem under restricted information. An application to risk-minimization (Q5417124)
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scientific article; zbMATH DE number 6295957
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| English | GKW representation theorem under restricted information. An application to risk-minimization |
scientific article; zbMATH DE number 6295957 |
Statements
GKW representation theorem under restricted information: An application to risk-minimization (English)
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16 May 2014
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Galtchouk-Kunita-Watanabe (GKW) decomposition
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equations driven by a càdlàg martingale
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partial information
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predictable dual projection
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risk-minimization
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0.8035567998886108
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0.7979250550270081
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0.7665442824363708
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0.7464225888252258
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