On a Semimartingale Inequality for Snell Envelopes
Teoriâ veroâtnostej i ee primeneniâ, Tome 37 (1992) no. 3, pp. 592-593
Cet article a éte moissonné depuis la source Math-Net.Ru
@article{TVP_1992_37_3_a19,
author = {M. A. Shashiashvili},
title = {On a {Semimartingale} {Inequality} for {Snell} {Envelopes}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {592--593},
year = {1992},
volume = {37},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1992_37_3_a19/}
}
M. A. Shashiashvili. On a Semimartingale Inequality for Snell Envelopes. Teoriâ veroâtnostej i ee primeneniâ, Tome 37 (1992) no. 3, pp. 592-593. http://geodesic.mathdoc.fr/item/TVP_1992_37_3_a19/