A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalent martingale measures and no-arbitrage in stochastic securities market models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local martingales and the fundamental asset pricing theorems in the discrete-time case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-arbitrage criteria for financial markets with efficient friction / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4367585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Survey of Measurable Selection Theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4396494 / rank
 
Normal rank

Revision as of 18:10, 27 June 2024

scientific article
Language Label Description Also known as
English
A theorem on martingale selection for relatively open convex set-valued random sequences
scientific article

    Statements

    A theorem on martingale selection for relatively open convex set-valued random sequences (English)
    0 references
    4 March 2008
    0 references
    0 references
    Castaing representation
    0 references
    set-valued random sequence
    0 references
    martingale selection
    0 references
    measurable set-valued map
    0 references
    arbitrage theory
    0 references
    market model
    0 references
    pricing process
    0 references
    0 references