A new martingale representation theorem (discrete time) (Q869776)
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scientific article; zbMATH DE number 5132498
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| English | A new martingale representation theorem (discrete time) |
scientific article; zbMATH DE number 5132498 |
Statements
A new martingale representation theorem (discrete time) (English)
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9 March 2007
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stochastic basis
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martingale measure
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S-representation
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Bellman function
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Bellman equation
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admissible strategy
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optimal strategy
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0.814262330532074
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0.7785024046897888
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0.7785024046897888
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