Optional decomposition and Lagrange multipliers
Copyright policy ) H. Föllmer; Y.M. Kabanov;
Optional decomposition and Lagrange multipliers
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- Humboldt-Universität zu Berlin Germany
- Institute of Economics Russian Federation
- Central Economics and Mathematics Institute Russian Federation
- Humboldt State University United States
decomposition, equivalent martingale measures, local supermartingale, Stochastic integrals, semimartingale, Hellinger process, Lagrange multiplier, Optional decomposition, semimartingale, equivalent martingale measure, Hellinger process, Lagrange multiplier, Finance etc., jel: jel:G12, jel: jel:G10
decomposition, equivalent martingale measures, local supermartingale, Stochastic integrals, semimartingale, Hellinger process, Lagrange multiplier, Optional decomposition, semimartingale, equivalent martingale measure, Hellinger process, Lagrange multiplier, Finance etc., jel: jel:G12, jel: jel:G10
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selected citations
Citations provided by BIP!
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
Popularity provided by BIP! 38
Top 10%
Top 10%
Average
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