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Probability Theory and Related Fields

Volumn 105, Issue 4, 1996, Pages 459-479

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

(1) Kramkov, D O a

a STEKLOV MATHEMATICAL INSTITUTE (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040153406 PISSN: 01788051 EISSN: None Source Type: Journal
DOI: 10.1007/BF01191909 Document Type: Article

Times cited : (183)

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