From the decompositions of a stopping time to risk premium decompositions (Q4606382)
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scientific article; zbMATH DE number 6847879
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| English | From the decompositions of a stopping time to risk premium decompositions |
scientific article; zbMATH DE number 6847879 |
Statements
From the decompositions of a stopping time to risk premium decompositions (English)
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7 March 2018
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stopping time
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risk premium decompositions
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Azéma supermartingale
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Doob-Meyer decomposition
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0.8865321
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0.8703499
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0.8588648
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0.85866445
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0.84999883
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0.8467185
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0.8456501
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0.8451039
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