Optional decompositions under constraints (Q1365848)
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scientific article; zbMATH DE number 1058838
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optional decompositions under constraints |
scientific article; zbMATH DE number 1058838 |
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Optional decompositions under constraints (English)
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9 September 1997
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hedging problem in mathematical finance
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optional decompositions
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additive and multiplicative form
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0.8616251349449158
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0.8238075971603394
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0.8184142112731934
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0.8043304085731506
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