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

Author:

Petturiti Davide,Vantaggi Barbara

Publisher

Springer International Publishing

Reference13 articles.

1. Berti P, Pratelli L, Rigo P (2010) Finitely additive equivalent martingale measures. J Theor Prob 26(1):46–57

2. Berti P, Pratelli L, Rigo P (2014) A unifying view on some problems in probability and statistics. Stat Methods Appl 23(4):483–500

3. Berti P, Pratelli L, Rigo P (2015) Two versions of the fundamental theorem of asset pricing. Electron J Prob 20(34):1–21

4. Berti P, Pratelli L, Rigo P, Spizzichino F (2015) Equivalent or absolutely continuous probability measures with given marginals. Depend Model 3:47–58

5. Bhaskara Rao K, Bhaskara Rao M (1983) Theory of Charges: A Study of Finitely Additive Measures. Academic Press

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