Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets

✍ Scribed by D. O. Kramkov

• Publisher: Springer
• Year: 1996
• Tongue: English
• Weight: 954 KB
• Volume: 105
• Category: Article
• ISSN: 1432-2064
• DOI: 10.1007/bf01191909