scientific article; zbMATH DE number 1878079

zbMATH Open1075.91609MaRDI QIDQ4797698FDOQ4797698

Authors: M. N. Bogachëva, I. V. Pavlov 

Publication date: 6 March 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

martingalestochastic processesincomplete marketsfiltering space

Mathematics Subject Classification ID

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

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