On the support of extremal martingale measures with given marginals: the countable case (Q5203949)
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scientific article; zbMATH DE number 7141441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the support of extremal martingale measures with given marginals: the countable case |
scientific article; zbMATH DE number 7141441 |
Statements
On the support of extremal martingale measures with given marginals: the countable case (English)
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9 December 2019
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model-free pricing
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extremal measure
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martingale optimal transport
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weak predictable representation property
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cycle
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