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- W2949817095 abstract "For a given element $fin L^1$ and a convex cone $Csubset L^infty$, $Ccap L^infty_+={0}$ we give necessary and sufficient conditions for the existence of an element $gge f$ lying in the polar of $C$. This polar is taken in $(L^infty)^*$ and in $L^1$. In the context of mathematical finance the main result concerns the existence of martingale measures, whose densities are bounded from below by prescribed random variable." @default.
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- W2949817095 date "2005-05-19" @default.
- W2949817095 modified "2023-09-27" @default.
- W2949817095 title "A note on lower bounds of martingale measure densities" @default.
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