A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q328522 |
||
| Property / author | |||
| Property / author: Dmitry B. Rokhlin / rank | |||
Revision as of 01:28, 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)
0 references
4 March 2008
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
