Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
Year of publication: |
1994-10
|
---|---|
Authors: | Kramkov, D.O. |
Institutions: | University of Bonn, Germany |
Subject: | Doob-Meyer decomposition | optional decomposition | martingale measure | stochastic integral | semimartingale topology | incomplete market | hedging | options |
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