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Décomposition de Kunita-Watanabe

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Book cover Séminaire de Probabilités XXVII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1557))

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Bibliographie

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

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

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

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

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Authors and Affiliations

  1. Laboratoire de Mathématiques, URA CNRS 741, 16, Route de Gray, F-25030, Besançon Cedex

    J. P. Ansel & C. Stricker

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  1. J. P. Ansel
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  2. C. Stricker
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© 1993 Springer-Verlag

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Ansel, J.P., Stricker, C. (1993). Décomposition de Kunita-Watanabe. In: Séminaire de Probabilités XXVII. Lecture Notes in Mathematics, vol 1557. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0087960

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  • DOI: https://doi.org/10.1007/BFb0087960

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-57282-4

  • Online ISBN: 978-3-540-48034-1

  • eBook Packages: Springer Book Archive

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