Lower Bounds of Martingale Measure Densities in the Dalang–Morton–Willinger Theorem (Q3061299): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2962783603 / rank | |||
Normal rank |
Latest revision as of 10:01, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Lower Bounds of Martingale Measure Densities in the Dalang–Morton–Willinger Theorem |
scientific article |
Statements
Lower Bounds of Martingale Measure Densities in the Dalang–Morton–Willinger Theorem (English)
0 references
14 December 2010
0 references
martingale measure density
0 references
regular conditional distribution
0 references