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A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow
Mania, Michael, Tevzadze, RevazVolume:
42
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/s036301290240628x
Date:
January, 2003
File:
PDF, 246 KB
english, 2003