Optional decompositions under constraints

• 1 September 1997
• journal article
• Published by Springer Nature in Probability Theory and Related Fields
• Vol. 109  (1) , 1-25
• https://doi.org/10.1007/s004400050122

Abstract

Keywords

• CONSTRAINTS
• DECOMPOSITIONS
• STRUCTURE
• HEDGING
• SIMULTANEOUSLY
• MATHEMATICAL
• QUENEZ
• KARATZAS
• MEYER
• CVITANIĆ