A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737)
From MaRDI portal
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
