On the Minimal Martingale Measure and the Foellmer- Schweizer Decomposition
Year of publication: |
1994-06
|
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Authors: | Schweizer, Martin |
Institutions: | University of Bonn, Germany |
Subject: | minimal signed martingale measure | Foellmer-Schweizer decomposition | martingale densities | structure condition | semimartingales |
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