|
eCommons@Cornell >
College of Engineering >
Operations Research and Information Engineering >
ORIE Technical Reports >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/1813/9177
| Title: | Explicit form and path regularity of Martingale representations |
| Authors: | Ma, J. Protter, P. Zhang, J. |
| Keywords: | Operations Research Industrial Engineering technical report |
| Issue Date: | Sep-2001 |
| Publisher: | Cornell University Operations Research and Industrial Engineering |
| Citation: | 1297 |
| Abstract: | Explicit form and path regularity of Martingale representations |
| URI: | http://hdl.handle.net/1813/9177 |
| Appears in Collections: | ORIE Technical Reports
|
Items in eCommons are protected by copyright, with all rights reserved, unless otherwise indicated.
|