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Root to Kellerer - MaRDI portal

Root to Kellerer (Q5270093)

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scientific article; zbMATH DE number 6734502
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English
Root to Kellerer
scientific article; zbMATH DE number 6734502

    Statements

    title
    Root to Kellerer (English)
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    author
    Mathias Beiglböck
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    Martin Huesmann
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    Florian Stebegg
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    publication date
    22 June 2017
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    zbMATH Keywords
    Kellerer's theorem
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    Markov martingale
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    martingale measures
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    Identifiers

    zbMATH DE Number
    6734502
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    OpenAlex ID
    W2217525565
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    arXiv ID
    1507.07690
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