Výsledky vyhledávání - "V. V. Shamrayeva"

On the Existence of Martingale Measures Satisfying the Weakened Condition of Noncoincidence of Barycenters in the Case of Countable Probability Space

Autor: I. V. Tsvetkova, I V Pavlov, V. V. Shamrayeva

Publikováno v: Theory of Probability & Its Applications. 61:167-175

For static $(B,S)$-markets with countable many outcomes, a special interpolating property of martingale measures that gives the possibility to transform incomplete arbitrage-free markets to complete ones is studied. Sufficient conditions on the marke

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::cd83f4aceb03fe8e2b017355ff394c3c
https://doi.org/10.1137/s0040585x97t988058

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