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- W1984481648 abstract "We state necessary and sufficient conditions on a set of probability measures to be the set of martingale measures for a vector valued, bounded and adapted process. In the absence of the maximality condition, we prove the existence of the smallest set of martingale measures. We apply such results to the finite sample space case." @default.
- W1984481648 created "2016-06-24" @default.
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- W1984481648 date "2015-05-22" @default.
- W1984481648 modified "2023-10-02" @default.
- W1984481648 title "On characterizing the set of martingale measures in discrete time" @default.
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- W1984481648 doi "https://doi.org/10.1142/s0219493715500173" @default.
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