On characterizing and generalizing the optional \(m\)-stability property for pricing set
From MaRDI portal
Publication:1950717
DOI10.1016/J.SPL.2012.12.007zbMath1264.91061OpenAlexW1975714177MaRDI QIDQ1950717
Publication date: 13 May 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.12.007
Related Items (2)
On representations of the set of supermartingale measures and applications in discrete time ⋮ On characterizing the set of martingale measures in discrete time
This page was built for publication: On characterizing and generalizing the optional \(m\)-stability property for pricing set
