The following pages link to (Q4802412):
Displaying 7 items.
- A martingale bound for the entropy associated with a trimmed filtration on \(\mathbb{R}^d\) (Q341089) (← links)
- In discrete time a local martingale is a martingale under an equivalent probability measure (Q1003343) (← links)
- Robust estimation of superhedging prices (Q2656605) (← links)
- On equivalent martingale measures with bounded densities (Q2725601) (← links)
- A note on equivalent martingale measure with bounded density (Q2741122) (← links)
- (Q3034614) (← links)
- On the support of extremal martingale measures with given marginals: the countable case (Q5203949) (← links)
