scientific article; zbMATH DE number 3714684

MaRDI QIDQ3906207zbMATHFDO

Authors Ch. Stricker

Publication date 1981

Full work available at URL http://www.numdam.org/item?id=SPS_1981__15__499_0

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cited in

(2)

• Log-optimal and numéraire portfolios for market models stopped at a random time
• Term structure modelling for multiple curves with stochastic discontinuities

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