Dominated families of martingale, supermartingale and quasimartingale laws-Reference-Cited by-同舟云学术

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Dominated families of martingale, supermartingale and quasimartingale laws

Published:1996-11 Issue:2 Volume:63 Page:265-277
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Frittelli Marco

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference16 articles.

1. Equivalent martingale measures and no arbitrage in stochastic securities market models;Dalang;Stoc. Stoc. Rep.,1990

2. Representing martingale measures when asset prices are continuous and bounded;Delbaen;Math. Finance,1992

3. A general version of the fundamental theorem of asset pricing;Delbaen;Math Ann.,1994

4. Probabilities and Potential;Dellacherie,1978

5. Multiperiod security markets with differential information;Duffic;J. Math. Econom.,1986

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. MINIMAL ENTROPY-HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS;Mathematical Finance;2005-07

2. The Role of Hellinger Processes in Mathematical Finance;Entropy;2001-09-30

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