scientific article; zbMATH DE number 2166496

zbMATH Open1068.60066MaRDI QIDQ4673790FDOQ4673790

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Publication date: 9 May 2005

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zbMATH Keywords

incomplete informationmean-variance hedgingcontinuous semimartingaleinnovation process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44)

Cited In (2)

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