Optional decomposition and Lagrange multipliers
| Year of publication: |
1998
|
|---|---|
| Authors: | Föllmer, H. ; Kabanov, Yu M. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 2.1998, 1, p. 69-82
|