On representations of the set of supermartingale measures and applications in discrete time (Q2401121)
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scientific article; zbMATH DE number 6767417
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| English | On representations of the set of supermartingale measures and applications in discrete time |
scientific article; zbMATH DE number 6767417 |
Statements
On representations of the set of supermartingale measures and applications in discrete time (English)
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31 August 2017
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supermartingale measures
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martingale representation property
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\(m\)-stability
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0.8680179119110107
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0.7986312508583069
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0.7759588956832886
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0.7759588956832886
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