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~subject:"Optional decomposition"
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Optional decomposition
optional decomposition
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A quasi-sure
optional
decomposition
and super-hedging result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
2
Optional
decomposition
and Lagrange multipliers
Föllmer, H.
;
Kabanov, Y.M.
- In:
Finance and Stochastics
2
(
1997
)
1
,
pp. 69-81
a local supermartingale with respect to any measure in ${\cal Q}$. The
optional
decomposition
theorem for $X$ states …
Persistent link: https://www.econbiz.de/10005390743
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