Convex analysis for sets of local martingales measures
Acta Universitatis Carolinae. Mathematica et Physica, Tome 41 (2000) no. 1, pp. 57-80
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library
@article{AUCMP_2000_41_1_a3,
author = {\v{S}t\v{e}p\'an, J. and \v{S}ev\v{c}{\'\i}k, P.},
title = {Convex analysis for sets of local martingales measures},
journal = {Acta Universitatis Carolinae. Mathematica et Physica},
pages = {57--80},
year = {2000},
volume = {41},
number = {1},
mrnumber = {1782434},
zbl = {0996.60055},
language = {en},
url = {http://geodesic.mathdoc.fr/item/AUCMP_2000_41_1_a3/}
}
Štěpán, J.; Ševčík, P. Convex analysis for sets of local martingales measures. Acta Universitatis Carolinae. Mathematica et Physica, Tome 41 (2000) no. 1, pp. 57-80. http://geodesic.mathdoc.fr/item/AUCMP_2000_41_1_a3/