Optional decompositions under constraints (Q1365848)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optional decompositions under constraints |
scientific article |
Statements
Optional decompositions under constraints (English)
0 references
9 September 1997
0 references
hedging problem in mathematical finance
0 references
optional decompositions
0 references
additive and multiplicative form
0 references