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Remarques sur le prix des actifs contingents

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Séminaire de Probabilités XXVIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1583))

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References

  1. J.P. Ansel, C. Stricker: Quelques remarques sur un théorème de Yan. Séminaire de Probabilités XXIV. Lect. Notes Math. 1426, p. 226–274, Springer (1990).

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  2. J.P. Ansel, C. Stricker: Couverture des Actifs Contingents et Prix Maximum. A paraître dans les Ann. Inst. H. Poincaré (1993).

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  3. J.P. Ansel, C Stricker: Unicité et existence de la loi minimale. A paraître dans le Séminaire de Probabilités XXVII (1993).

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  4. F. Delbaen: Representing Martingale Measures when Asset Prices are Continuous and Bounded. A paraître (1993).

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  5. J. Jacod: Calcul Stochastique et Problèmes de Martingales. Lect. Notes Math. 714. Springer (1979).

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  6. C. Stricker: Arbitrage et lois de martingale. Annales de l'Institut Henri Poincaré 26, p. 451–460 (1990).

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  7. M. Yor: Sous-espaces denses dans L 1 ou H 1 et représentation des martingales. Séminaire de Probabilités XII. Lect. Notes Math. 649 p. 265–309 (1978).

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Authors and Affiliations

  1. Faculté des Sciences et Techniques Laboratoire de Mathématiques. C.N.R.S. UA 741, Université de Besançon, 16, Route de Gray, 25030, Besançon cedex

    Jean-Pascal Ansel

Authors
  1. Jean-Pascal Ansel
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Jacques Azéma Marc Yor Paul André Meyer

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© 1994 Springer-Verlag

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Ansel, JP. (1994). Remarques sur le prix des actifs contingents. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVIII. Lecture Notes in Mathematics, vol 1583. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0073846

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  • DOI: https://doi.org/10.1007/BFb0073846

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-58331-8

  • Online ISBN: 978-3-540-48656-5

  • eBook Packages: Springer Book Archive

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