Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs.
Chassagneux, Jean-Francois ; Bouchard, Bruno
Electronic Communications in Probability [electronic only], Tome 14 (2009), p. 612-632 / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:222947 
@article{05636596,
     title = {Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {14},
     year = {2009},
     pages = {612-632},
     zbl = {1186.91210},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636596}
}

Chassagneux, Jean-Francois; Bouchard, Bruno. Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs.. Electronic Communications in Probability [electronic only], Tome 14 (2009) pp. 612-632. http://gdmltest.u-ga.fr/item/05636596/