scientific article; zbMATH DE number 1878079

MaRDI QIDQ4797698zbMATH OpenFDO

Authors M. N. Bogachëva, I. V. Pavlov

Publication date 6 March 2003

zbMATH Keywords

filtering spaceincomplete marketsmartingalestochastic processes

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Stochastic models in economics (91B70)

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(6)

• On Haar uniqueness for vector-valued random processes on the finite probability space
• Pricing in non-arbitrage \((B,S)\)-markets with finite number of aggressive buyers of shares
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• On Haar interpolations of financial markets by signed martingale measures. Interpolations by signed martingale measures

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