Martingale laws, densities and decomposition of Föllmer-Schweizer
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Publication:1201367
zbMath0772.60033MaRDI QIDQ1201367
Christophe Stricker, Jean-Pascal Ansel
Publication date: 17 January 1993
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1992__28_3_375_0
arbitragelocal martingalestochastic exponentialminimal martingale lawprevisible representation property
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