Décomposition de Kunita-Watanabe

Author:

Ansel J. P.,Stricker C.

Publisher

Springer Berlin Heidelberg

Reference4 articles.

1. J.P. Ansel, C. Stricker: Couverture des actifs contingents (1992). A paraître.

2. J. Jacod: Calcul stochastique et problème de martingales. Lect. Notes Math., no 714. Springer 1979.

3. N. El Karoui, M.C. Quenez: Dynamic Programming and Pricing of Contingent claims in an Incomplete Market. A paraître.

4. H. Kunita, S. Watanabe: On square integrable martingales. Nagoya Math. J., 30, 1967, p. 209–245.

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