Explicit form and path regularity of martingale representations

Authors
Ma, J Protter, P Zhang, JF
Citation
J. Ma et al., Explicit form and path regularity of martingale representations, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 337-360
Categorie Soggetti
Current Book Contents
Journal title
LEVY PROCESSES: THEORY AND APPLICATIONS → ACNP
Year of publication
2001
Pages
337 - 360
Database
ISI
SICI code