Attainable claims with p'th moments

F. Delbaen; W. Schachermayer

Annales de l'I.H.P. Probabilités et statistiques (1996)

  • Volume: 32, Issue: 6, page 743-763
  • ISSN: 0246-0203

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Delbaen, F., and Schachermayer, W.. "Attainable claims with p'th moments." Annales de l'I.H.P. Probabilités et statistiques 32.6 (1996): 743-763. <http://eudml.org/doc/77555>.

@article{Delbaen1996,
author = {Delbaen, F., Schachermayer, W.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {semi-martingale},
language = {eng},
number = {6},
pages = {743-763},
publisher = {Gauthier-Villars},
title = {Attainable claims with p'th moments},
url = {http://eudml.org/doc/77555},
volume = {32},
year = {1996},
}

TY - JOUR
AU - Delbaen, F.
AU - Schachermayer, W.
TI - Attainable claims with p'th moments
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1996
PB - Gauthier-Villars
VL - 32
IS - 6
SP - 743
EP - 763
LA - eng
KW - semi-martingale
UR - http://eudml.org/doc/77555
ER -

References

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