Pages that link to "Item:Q2401121"

The following pages link to On representations of the set of supermartingale measures and applications in discrete time (Q2401121):

Displaying 7 items.

• A representation for supermartingales (Q757989) (← links)
• A new martingale representation theorem (discrete time) (Q869776) (← links)
• On characterizing and generalizing the optional \(m\)-stability property for pricing set (Q1950717) (← links)
• Equivalent supermartingale densities and measures in discrete time infinite horizon market models (Q3556748) (← links)
• A Construction Scheme of the Minimal Dominating Supermartingale arising in the Discrete Parameter Optimal Stopping Problems (Q3780203) (← links)
• On representations of the set of supermartingale measures and applications in continuous time (Q5086418) (← links)
• On the optional and orthogonal decompositions of supermartingales and applications (Q6170510) (← links)