On the true submartingale property, d'après Schachermayer
Yuri Kabanov; Christophe Stricker
Séminaire de probabilités de Strasbourg (2002)
- Volume: 36, page 413-414
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How to cite
topKabanov, Yuri, and Stricker, Christophe. "On the true submartingale property, d'après Schachermayer." Séminaire de probabilités de Strasbourg 36 (2002): 413-414. <http://eudml.org/doc/114102>.
@article{Kabanov2002,
author = {Kabanov, Yuri, Stricker, Christophe},
journal = {Séminaire de probabilités de Strasbourg},
language = {eng},
pages = {413-414},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On the true submartingale property, d'après Schachermayer},
url = {http://eudml.org/doc/114102},
volume = {36},
year = {2002},
}
TY - JOUR
AU - Kabanov, Yuri
AU - Stricker, Christophe
TI - On the true submartingale property, d'après Schachermayer
JO - Séminaire de probabilités de Strasbourg
PY - 2002
PB - Springer - Lecture Notes in Mathematics
VL - 36
SP - 413
EP - 414
LA - eng
UR - http://eudml.org/doc/114102
ER -
References
top- [1] Ansel J.-P., Stricker C.Couverture des actifs contingents. Ann. Inst. Henri Poincaré, 30 (1994), 2, 303-315. Zbl0796.60056MR1277002
- [2] Schachermayer W.How potential investments may change the optimal portfolio for the exponential utility. Preprint, June 2001.
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