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

DOI10.1007/BF01191909zbMath0853.60041OpenAlexW1978300329MaRDI QIDQ1922096

Publication date: 16 December 1996

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01191909

zbMATH Keywords

hedging supermartingale local martingale measures incomplete security markets

Mathematics Subject Classification ID

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