Closedness in the Semimartingale Topology for Spaces of Stochastic Integrals with Constrained Integrands
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Date
2011Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Book title
Séminaire de Probabilités XLIIIJournal / series
Lecture Notes in MathematicsVolume
Pages / Article No.
Publisher
SpringerSubject
Stochastic integrals; Constrained strategies; Semimartingale topology; Closedness; Predictably convex; Projection on predictable range; Predictable correspondence; Optimisation under constraints; Mathematical financeOrganisational unit
03658 - Schweizer, Martin / Schweizer, Martin
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ETH Bibliography
yes
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