"A Semimartingale Backward Equation and the Variance-Optimal Martingale ..."

Michael Mania, Revaz Tevzadze (2003)

> Home

Details and statistics

DOI: 10.1137/S036301290240628X

access: closed

type: Journal Article

metadata version: 2020-07-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamco/ManiaT03
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamco/ManiaT03
Michael Mania, Revaz Tevzadze:
A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow. SIAM J. Control. Optim. 42(5): 1703-1726 (2003)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.