On the support of extremal martingale measures with given marginals: the countable case (Q5203949): Difference between revisions

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Latest revision as of 04:57, 21 July 2024

scientific article; zbMATH DE number 7141441
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English
On the support of extremal martingale measures with given marginals: the countable case
scientific article; zbMATH DE number 7141441

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    On the support of extremal martingale measures with given marginals: the countable case (English)
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    9 December 2019
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    model-free pricing
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    extremal measure
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    martingale optimal transport
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    weak predictable representation property
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    cycle
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