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

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A theorem on martingale selection for relatively open convex set-valued random sequences
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    A theorem on martingale selection for relatively open convex set-valued random sequences (English)
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    4 March 2008
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    Castaing representation
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    set-valued random sequence
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    martingale selection
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    measurable set-valued map
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    arbitrage theory
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    market model
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    pricing process
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