Martingale matrix classes and polytopes
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Publication:445833
DOI10.1016/j.laa.2012.04.042zbMath1255.60071OpenAlexW2009572466MaRDI QIDQ445833
Publication date: 27 August 2012
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2012.04.042
Martingales with discrete parameter (60G42) Special polytopes (linear programming, centrally symmetric, etc.) (52B12) Actuarial science and mathematical finance (91G99) Special matrices (15B99)
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