A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment
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Publication:4451275
DOI10.1080/104511203100001621237zbMATH Open1034.60057OpenAlexW2151056977MaRDI QIDQ4451275FDOQ4451275
Authors: Huyên Pham 
Publication date: 23 February 2004
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/104511203100001621237
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