A filtered version of the Bipolar Theorem of Brannath and Schachermayer

Journal of Theoretical Probability

Volumn 15, Issue 1, 2002, Pages 41-61

  Žitković, Gordan ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Bipolar theorem; Duality; Mathematical finance; Positive supermartingales; Stochastic processes

Indexed keywords

EID: 0036103203     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1013885121598     Document Type: Article

References (15)

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