Envelopes of Joint Probabilities with Given Marginals Under Absolute Continuity or Equivalence Constraints

DOI10.1007/978-3-319-42972-4_49zbMath1422.62025OpenAlexW2493754741MaRDI QIDQ5348630

Barbara Vantaggi, Davide Petturiti

Publication date: 18 August 2017

Published in: Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-42972-4_49

zbMATH Keywords

absolute continuitymarginalsjoint probabilitiesequivalence constraints

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Axioms; other general questions in probability (60A05)

Cites Work

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• Finitely additive equivalent martingale measures
• Notes on conditional previsions
• Triangular norms
• Equivalent or absolutely continuous probability measures with given marginals
• Two versions of the fundamental theorem of asset pricing
• The Existence of Probability Measures with Given Marginals

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