A theorem on martingale selection for relatively open convex set-valued random sequences
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Publication:2473737
DOI10.1134/S0001434607030315zbMath1133.60008MaRDI QIDQ2473737
Publication date: 4 March 2008
Published in: Mathematical Notes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0001434607030315
Castaing representation; market model; arbitrage theory; pricing process; martingale selection; measurable set-valued map; set-valued random sequence
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Cites Work
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