The variance-optimal martingale measure for continuous processes
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Publication:1915163
DOI10.2307/3318570zbMath0849.60042OpenAlexW4250820565MaRDI QIDQ1915163
Walter Schachermayer, Freddy Delbaen
Publication date: 11 June 1996
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3318570
Generalizations of martingales (60G48) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05)
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