Haar extensions of arbitrage-free financial markets to markets that are complete and arbitrage-free

DOI10.1070/RM2002V057N03ABEH000515MaRDI QIDQ4469787zbMATH OpenOpenAlexFDO

Authors M. N. Bogachëva, I. V. Pavlov

Publication date 22 June 2004

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm2002v057n03abeh000515

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

Cited in

(1)

• On Haar interpolations of financial markets by signed martingale measures. Interpolations by signed martingale measures

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