An Extended Version of the Dalang--Morton--Willinger Theorem under Portfolio Constraints
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Publication:5700645
DOI10.1137/S0040585X97981184zbMath1099.60034MaRDI QIDQ5700645
Publication date: 28 October 2005
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
arbitragemartingale measuresfree lunchDoob decompositionmeasurable set-valued mappingssupport of a conditional distribution
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