Lower Bounds of Martingale Measure Densities in the Dalang–Morton–Willinger Theorem

✍ Scribed by Rokhlin, D. B.

• Book ID: 118219966
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2010
• Tongue: English
• Weight: 257 KB
• Volume: 54
• Category: Article
• ISSN: 0040-585X
• DOI: 10.1137/s0040585x97984310