Martingale selection problem and asset pricing in finite discrete time.
Rokhlin, Dmitry B. (2007)
Electronic Communications in Probability [electronic only]
Similarity:
Rokhlin, Dmitry B. (2007)
Electronic Communications in Probability [electronic only]
Similarity:
Jean Jacod (1979)
Banach Center Publications
Similarity:
Kühn, Christoph, Stroh, Maximilian (2009)
Electronic Communications in Probability [electronic only]
Similarity:
Yuri Kabanov, Christophe Stricker (2001)
Séminaire de probabilités de Strasbourg
Similarity:
Josef Štěpán, P. Ševčík (2000)
Acta Universitatis Carolinae. Mathematica et Physica
Similarity:
Joanna Piasecka (2000)
Applicationes Mathematicae
Similarity:
Conditions for the absence of arbitrage in discrete time markets with various kinds of transaction costs are shown.
Sheng-Wu He (1983)
Séminaire de probabilités de Strasbourg
Similarity:
Minkova, Leda D. (1996)
Journal of Applied Mathematics and Stochastic Analysis
Similarity: