Geodesic
Convex analysis for sets of local martingales measures
Acta Universitatis Carolinae. Mathematica et Physica, Tome 41 (2000) no. 1, pp. 57-80.

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Classification : 46A55, 52A07, 60G46, 60G57 
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     title = {Convex analysis for sets of local martingales measures},
     journal = {Acta Universitatis Carolinae. Mathematica et Physica},
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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/