scientific article; zbMATH DE number 953308

MaRDI QIDQ4718256zbMATH OpenFDO

Authors Pascale Monat, Ch. Stricker

Publication date 7 January 1997

zbMATH Keywords

Föllmer-Schweizer decompositionGaltchouk-Kunita-Watanabe decompositionincomplete marketsemimartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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• The Föllmer–Schweizer decomposition under incomplete information
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