On characterizing the set of martingale measures in discrete time (Q5255759)
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scientific article; zbMATH DE number 6447687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On characterizing the set of martingale measures in discrete time |
scientific article; zbMATH DE number 6447687 |
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On characterizing the set of martingale measures in discrete time (English)
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19 June 2015
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martingale measure
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sublinear expectation
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optional decomposition
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optional \(m\)-stability
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