Risk-minimality and orthogonality of martingales
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Publication:3481019
DOI10.1080/17442509008833637zbMath0702.60049OpenAlexW2058040543MaRDI QIDQ3481019
Publication date: 1990
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509008833637
decompositionstochastic integralsbounded predictable processorthogonality of martingales and semimartingalestheory of option trading
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