On characterizing the set of martingale measures in discrete time
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Publication:5255759
DOI10.1142/S0219493715500173zbMath1316.60058OpenAlexW1984481648MaRDI QIDQ5255759
Publication date: 19 June 2015
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493715500173
Martingales with discrete parameter (60G42) Microeconomic theory (price theory and economic markets) (91B24)
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- On Square Integrable Martingales