On \(L^2\)-projections on a space of stochastic integrals
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Publication:1381569
DOI10.1214/aop/1023481112zbMath0895.60051MaRDI QIDQ1381569
Martin Schweizer, Thorsten Rheinländer
Publication date: 6 September 1998
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1023481112
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Cites Work
- Mean-variance hedging in continuous time
- Weighted norm inequalities and hedging in incomplete markets
- Approximating random variables by stochastic integrals
- Mean-variance hedging for continuous processes: New proofs and examples
- The variance-optimal martingale measure for continuous processes
- Approximation pricing and the variance-optimal martingale measure
- [https://portal.mardi4nfdi.de/wiki/Publication:4194221 Espaces de semi martingales et changement de probabilit�]
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