A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment

DOI10.1080/104511203100001621237MaRDI QIDQ4451275zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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