On multi-period market extension with the uniformly equivalent martingale measure
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Publication:5950005
DOI10.1023/A:1011994115901zbMath1030.91026MaRDI QIDQ5950005
Yu. A. Rozanov, Sergio A. Albeverio
Publication date: 8 February 2004
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
portfolio; Martingale measure; complete market; König sandwich theorem; monotone linear operators; monotone operation extension