On the Existence of Martingale Measures Satisfying the Weakened Condition of Noncoincidence of Barycenters in the Case of Countable Probability Space (Q2967991)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Existence of Martingale Measures Satisfying the Weakened Condition of Noncoincidence of Barycenters in the Case of Countable Probability Space |
scientific article |
Statements
On the Existence of Martingale Measures Satisfying the Weakened Condition of Noncoincidence of Barycenters in the Case of Countable Probability Space (English)
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9 March 2017
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special Haar filtration
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\((B,S)\)-market
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arbitrage-free property
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completeness
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martingale measure
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Haar interpolation of martingale
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weakened condition of noncoincidence of barycenters
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