On the existence of martingale measures satisfying the weaken condition of noncoincidence of barycenters in case of
Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 1, pp. 173-181
Cet article a éte moissonné depuis la source Math-Net.Ru
@article{TVP_2016_61_1_a9,
author = {I. V. Pavlov and V. V. Shamraeva and I. V. Tsvetkova},
title = {On the existence of martingale measures satisfying the weaken condition of noncoincidence of barycenters in case of},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {173--181},
year = {2016},
volume = {61},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a9/}
}
TY - JOUR AU - I. V. Pavlov AU - V. V. Shamraeva AU - I. V. Tsvetkova TI - On the existence of martingale measures satisfying the weaken condition of noncoincidence of barycenters in case of JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2016 SP - 173 EP - 181 VL - 61 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a9/ LA - ru ID - TVP_2016_61_1_a9 ER -
%0 Journal Article %A I. V. Pavlov %A V. V. Shamraeva %A I. V. Tsvetkova %T On the existence of martingale measures satisfying the weaken condition of noncoincidence of barycenters in case of %J Teoriâ veroâtnostej i ee primeneniâ %D 2016 %P 173-181 %V 61 %N 1 %U http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a9/ %G ru %F TVP_2016_61_1_a9
I. V. Pavlov; V. V. Shamraeva; I. V. Tsvetkova. On the existence of martingale measures satisfying the weaken condition of noncoincidence of barycenters in case of. Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 1, pp. 173-181. http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a9/
[1] Danekyants A. G., Pavlov I. V., “Ob oslablennom svoistve universalnoi khaarovskoi edinstvennosti”, Obozrenie prikl. i promyshl. matem., 11:3 (2004), 506–508
[2] Danekyants A. G., “O spetsialnykh khaarovskikh interpolyatsiyakh martingalov”, Izv.vuzov. Severo-Kavkazskii region. Estestvennye nauki, prilozhenie, 2005, no. 3, 3–20
[3] Pavlov I. V., Tsvetkova I. V., Shamraeva V. V., “Nekotorye rezultaty o martingalnykh merakh odnoshagovykh modelei finansovykh rynkov, svyazannye s usloviem nesovpadeniya baritsentrov”, Vestnik RGUPS, 2012, no. 3, 177–181