A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737): Difference between revisions
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Revision as of 00:28, 13 February 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)
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4 March 2008
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Castaing representation
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set-valued random sequence
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martingale selection
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measurable set-valued map
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arbitrage theory
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market model
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pricing process
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