N. S. Gonchar
- Generalization of Doob Decomposition Theorem and Risk Assessment in Incomplete Markets
2016/11/28 by N. S. Gonchar, Gonchar, N. S. · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Credit Risk and Financial Regulations #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.PR #q-fin.MF #q-fin.PR #q-fin.RM