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Optional decompositions under constraints - MaRDI portal

Optional decompositions under constraints (Q1365848)

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scientific article; zbMATH DE number 1058838
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English
Optional decompositions under constraints
scientific article; zbMATH DE number 1058838

    Statements

    Optional decompositions under constraints (English)
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    9 September 1997
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    hedging problem in mathematical finance
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    optional decompositions
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    additive and multiplicative form
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