On the support of extremal martingale measures with given marginals: the countable case (Q5203949)
From MaRDI portal
scientific article; zbMATH DE number 7141441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the support of extremal martingale measures with given marginals: the countable case |
scientific article; zbMATH DE number 7141441 |
Statements
On the support of extremal martingale measures with given marginals: the countable case (English)
0 references
9 December 2019
0 references
model-free pricing
0 references
extremal measure
0 references
martingale optimal transport
0 references
weak predictable representation property
0 references
cycle
0 references
0 references
0 references
0 references
0 references
