Martingale selection problem and asset pricing in finite discrete time.

Rokhlin, Dmitry B.. "Martingale selection problem and asset pricing in finite discrete time.." Electronic Communications in Probability [electronic only] 12 (2007): 1-8. <http://eudml.org/doc/128283>.

@article{Rokhlin2007,
author = {Rokhlin, Dmitry B.},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {portfolio constraints; transaction costs; price bounds},
language = {eng},
pages = {1-8},
publisher = {University of Washington},
title = {Martingale selection problem and asset pricing in finite discrete time.},
url = {http://eudml.org/doc/128283},
volume = {12},
year = {2007},
}

TY - JOUR
AU - Rokhlin, Dmitry B.
TI - Martingale selection problem and asset pricing in finite discrete time.
JO - Electronic Communications in Probability [electronic only]
PY - 2007
PB - University of Washington
VL - 12
SP - 1
EP - 8
LA - eng
KW - portfolio constraints; transaction costs; price bounds
UR - http://eudml.org/doc/128283
ER -