Optional decomposition and Lagrange multipliers
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 |
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