Weak approximation of martingale representations

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Title: Weak approximation of martingale representations
Authors: Cont, R
LU, Y
Item Type: Journal Article
Issue Date: 18-Oct-2015
Date of Acceptance: 1-Oct-2015
URI: http://hdl.handle.net/10044/1/27033
DOI: https://dx.doi.org/10.1016/j.spa.2015.10.002
ISSN: 0304-4149
Publisher: Elsevier
Start Page: 857
End Page: 882
Journal / Book Title: Stochastic Processes and Their Applications
Volume: 126
Issue: 3
Copyright Statement: © 2015, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/
Keywords: Statistics & Probability
0104 Statistics
1502 Banking, Finance And Investment
Publication Status: Published
Appears in Collections:Financial Mathematics
Mathematics
Faculty of Natural Sciences



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