A theorem on martingale selection for relatively open convex set-valued random sequences (Q2473737)
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scientific article; zbMATH DE number 5242243
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| English | A theorem on martingale selection for relatively open convex set-valued random sequences |
scientific article; zbMATH DE number 5242243 |
Statements
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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0.8138109445571899
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0.7789016962051392
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