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"Optional decomposition and Lagrange multipliers."

Hans Föllmer, Yuri M. Kabanov (1997)

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DOI: 10.1007/S007800050033

access: closed

type: Journal Article

metadata version: 2020-07-22

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Hans Föllmer, Yuri M. Kabanov:
Optional decomposition and Lagrange multipliers. Finance Stochastics 2(1): 69-81 (1997)

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