A projection result for semimartingales

DOI10.1080/17442509408833934MaRDI QIDQ4853906zbMATH OpenOpenAlexFDO

Authors Martin Schweizer

Publication date 13 February 1996

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509408833934

zbMATH Keywords

financial mathematicsmean-variance tradeoffprojection theoremsemimartingalesstochastic integrals

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

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