A characterization of the set of local martingale measures
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Publication:4687208
DOI10.1142/S0219493718500429zbMath1397.60082OpenAlexW2773628623MaRDI QIDQ4687208
Publication date: 11 October 2018
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493718500429
Martingales with discrete parameter (60G42) Microeconomic theory (price theory and economic markets) (91B24)
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Cites Work
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