A characterization of the set of local martingale measures (Q4687208)
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scientific article; zbMATH DE number 6951553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of the set of local martingale measures |
scientific article; zbMATH DE number 6951553 |
Statements
A characterization of the set of local martingale measures (English)
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11 October 2018
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martingale measure
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sublinear expectation
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optional decomposition, m-stability
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martingale representation
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