Optional decomposition and Lagrange multipliers
H. Föllmer ; Yu. M. Kabanov
| Year of publication: |
1998
|
|---|---|
| Authors: | Föllmer, Hans |
| Other Persons: | Kabanov, Jurij M. (contributor) |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 2.1998, 1, p. 69-81
|
| Subject: | Dekompositionsverfahren | Decomposition method | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001230154