Optional decomposition and lagrange multipliers
Year of publication: |
1997
|
---|---|
Authors: | Föllmer, Hans ; Kabanov, Jurij M. |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | equivalent martingale measure | optional decomposition | semimartingale | Hellinger process | Lagrange multiplier |
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