Chaotic expansion of powers and martingale representation (v1.2)
Year of publication: |
2005-06-14
|
---|---|
Authors: | Jamshidian, Farshid |
Institutions: | EconWPA |
Subject: | Martingale Representation | chaotic expansion | power brackets | Teugels martingales | Hilbert space | strong orthogonalization |
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