A Martingale Representation Result and an Application to Incomplete Financial Markets
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Publication:4345933
DOI10.1111/j.1467-9965.1992.tb00031.xzbMath0900.90044MaRDI QIDQ4345933
Publication date: 31 August 1997
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1992.tb00031.x
martingale; local martingale; incomplete financial market; martingale representation; contingent claim; fair price; attainable claim
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