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Title: Convex analysis for sets of local martingales measures (English)
Author: Štěpán, J.
Author: Ševčík, P.
Language: English
Journal: Acta Universitatis Carolinae. Mathematica et Physica
ISSN: 0001-7140
Volume: 41
Issue: 1
Year: 2000
Pages: 57-80
Summary lang: English
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Category: math
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MSC: 46A55
MSC: 52A07
MSC: 60G46
MSC: 60G57
idZBL: Zbl 0996.60055
idMR: MR1782434
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Date available: 2012-10-06T01:35:29Z
Last updated: 2012-10-06
Stable URL: http://hdl.handle.net/10338.dmlcz/142704
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