Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (Q1922096): Difference between revisions
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Revision as of 07:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets |
scientific article |
Statements
Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (English)
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16 December 1996
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local martingale measures
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supermartingale
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hedging
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incomplete security markets
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