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Robust martingale selection problem and its connections to the no‐arbitrage theory.

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Bibliographic Details
Title: Robust martingale selection problem and its connections to the no‐arbitrage theory.
Authors: Burzoni, Matteo1 (AUTHOR), Šikić, Mario2 (AUTHOR) mario.sikic@bf.uzh.ch
Source: Mathematical Finance. Jan2020, Vol. 30 Issue 1, p260-286. 27p.
Database: Mathematics Source
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Description
ISSN:09601627
DOI:10.1111/mafi.12225