On the true submartingale property, d'après Schachermayer
Kabanov, Yuri ; Stricker, Christophe
Séminaire de probabilités de Strasbourg, Tome 36 (2002), p. 413-414 / Harvested from Numdam
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Publié le : 2002-01-01
@article{SPS_2002__36__413_0,
     author = {Kabanov, Yuri and Stricker, Christophe},
     title = {On the true submartingale property, d'apr\`es Schachermayer},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {36},
     year = {2002},
     pages = {413-414},
     mrnumber = {1971601},
     zbl = {1036.60035},
     language = {en},
     url = {http://dml.mathdoc.fr/item/SPS_2002__36__413_0}
}

Kabanov, Yuri; Stricker, Christophe. On the true submartingale property, d'après Schachermayer. Séminaire de probabilités de Strasbourg, Tome 36 (2002) pp. 413-414. http://gdmltest.u-ga.fr/item/SPS_2002__36__413_0/

[1] Ansel J.-P., Stricker C. Couverture des actifs contingents. Ann. Inst. Henri Poincaré, 30 (1994), 2, 303-315. | Numdam | MR 1277002 | Zbl 0796.60056

[2] Schachermayer W. How potential investments may change the optimal portfolio for the exponential utility. Preprint, June 2001.