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XLIII: 18, 413-436, LNM 2006 (2011)
CZICHOWSKY, Christoph; SCHWEIZER, Martin
Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands
Keywords: Stochastic integrals, Constrained strategies, Semimartingale topology, Closedness, Predictably convex, Projection on predictable range, Predictable correspondence, Optimisation under constraints, Mathematical finance
Nature: Original