From the decompositions of a stopping time to risk premium decompositions
type: Item
instance of: scholarly article
title: From the decompositions of a stopping time to risk premium decompositions
zbMATH Open document ID: 1407.91283
author: Delia Coculescu
published in: ESAIM: Proceedings and Surveys
publication date: 2018-03-07T00:00:00Z
full work available at URL: https://arxiv.org/abs/0912.4312
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 6847879
zbMATH Keywords: stopping time
zbMATH Keywords: risk premium decompositions
zbMATH Keywords: Azéma supermartingale
zbMATH Keywords: Doob-Meyer decomposition
MaRDI profile type: Publication
OpenAlex ID: W1506403397
arXiv ID: 0912.4312
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DOI: 10.1051/PROC/201756001
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description: scientific article; zbMATH DE number 6847879