Keywords
- Carre Integrable
- Contingent Claim
- Martingale Locale
- Nagoya Math
- Integrable Martingale
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J.P. Ansel, C. Stricker: Couverture des actifs contingents (1992). A paraître.
J. Jacod: Calcul stochastique et problème de martingales. Lect. Notes Math., no 714. Springer 1979.
N. El Karoui, M.C. Quenez: Dynamic Programming and Pricing of Contingent claims in an Incomplete Market. A paraître.
H. Kunita, S. Watanabe: On square integrable martingales. Nagoya Math. J., 30, 1967, p. 209–245.
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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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