An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints (Q5700645)
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scientific article; zbMATH DE number 2220532
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints |
scientific article; zbMATH DE number 2220532 |
Statements
An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints (English)
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28 October 2005
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arbitrage
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free lunch
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measurable set-valued mappings
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support of a conditional distribution
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martingale measures
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Doob decomposition
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0.8686404228210449
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0.8466500043869019
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0.8182960152626038
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0.8167454600334167
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0.8073538541793823
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