On the support of extremal martingale measures with given marginals: the countable case. Campi, L. & Martini, C. Advances in Applied Probability, 51(2):570–605, June, 2019.
Paper doi bibtex @Article{Campi:2019:SEM,
author = "Luciano Campi and Claude Martini",
title = "On the support of extremal martingale measures with
given marginals: the countable case",
journal = j-ADV-APPL-PROB,
volume = "51",
number = "2",
pages = "570--605",
month = jun,
year = "2019",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.1017/apr.2019.16",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Tue Jan 28 07:17:54 MST 2020",
bibsource = "http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "https://www.cambridge.org/core/journals/advances-in-applied-probability/article/on-the-support-of-extremal-martingale-measures-with-given-marginals-the-countable-case/9528B789F39057B4589BD70DDB4FAA8F",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "https://www.cambridge.org/core/journals/advances-in-applied-probability",
onlinedate = "07 August 2019",
}
Downloads: 0
{"_id":"uZH7iFDzaLDtcWQgJ","bibbaseid":"campi-martini-onthesupportofextremalmartingalemeasureswithgivenmarginalsthecountablecase-2019","author_short":["Campi, L.","Martini, C."],"bibdata":{"bibtype":"article","type":"article","author":[{"firstnames":["Luciano"],"propositions":[],"lastnames":["Campi"],"suffixes":[]},{"firstnames":["Claude"],"propositions":[],"lastnames":["Martini"],"suffixes":[]}],"title":"On the support of extremal martingale measures with given marginals: the countable case","journal":"Advances in Applied Probability","volume":"51","number":"2","pages":"570–605","month":"June","year":"2019","coden":"AAPBBD","doi":"https://doi.org/10.1017/apr.2019.16","issn":"0001-8678 (print), 1475-6064 (electronic)","issn-l":"0001-8678","bibdate":"Tue Jan 28 07:17:54 MST 2020","bibsource":"http://www.math.utah.edu/pub/tex/bib/advapplprob.bib","url":"https://www.cambridge.org/core/journals/advances-in-applied-probability/article/on-the-support-of-extremal-martingale-measures-with-given-marginals-the-countable-case/9528B789F39057B4589BD70DDB4FAA8F","acknowledgement":"Nelson H. F. Beebe, University of Utah, Department of Mathematics, 110 LCB, 155 S 1400 E RM 233, Salt Lake City, UT 84112-0090, USA, Tel: +1 801 581 5254, FAX: +1 801 585 1640, +1 801 581 4148, e-mail: \\path|beebe@math.utah.edu|, \\path|beebe@acm.org|, \\path|beebe@computer.org| (Internet), URL: \\path|http://www.math.utah.edu/ beebe/|","ajournal":"Adv. Appl. Probab.","fjournal":"Advances in Applied Probability","journal-url":"https://www.cambridge.org/core/journals/advances-in-applied-probability","onlinedate":"07 August 2019","bibtex":"@Article{Campi:2019:SEM,\n author = \"Luciano Campi and Claude Martini\",\n title = \"On the support of extremal martingale measures with\n given marginals: the countable case\",\n journal = j-ADV-APPL-PROB,\n volume = \"51\",\n number = \"2\",\n pages = \"570--605\",\n month = jun,\n year = \"2019\",\n CODEN = \"AAPBBD\",\n DOI = \"https://doi.org/10.1017/apr.2019.16\",\n ISSN = \"0001-8678 (print), 1475-6064 (electronic)\",\n ISSN-L = \"0001-8678\",\n bibdate = \"Tue Jan 28 07:17:54 MST 2020\",\n bibsource = \"http://www.math.utah.edu/pub/tex/bib/advapplprob.bib\",\n URL = \"https://www.cambridge.org/core/journals/advances-in-applied-probability/article/on-the-support-of-extremal-martingale-measures-with-given-marginals-the-countable-case/9528B789F39057B4589BD70DDB4FAA8F\",\n acknowledgement = ack-nhfb,\n ajournal = \"Adv. Appl. Probab.\",\n fjournal = \"Advances in Applied Probability\",\n journal-URL = \"https://www.cambridge.org/core/journals/advances-in-applied-probability\",\n onlinedate = \"07 August 2019\",\n}\n\n","author_short":["Campi, L.","Martini, C."],"key":"Campi:2019:SEM","id":"Campi:2019:SEM","bibbaseid":"campi-martini-onthesupportofextremalmartingalemeasureswithgivenmarginalsthecountablecase-2019","role":"author","urls":{"Paper":"https://www.cambridge.org/core/journals/advances-in-applied-probability/article/on-the-support-of-extremal-martingale-measures-with-given-marginals-the-countable-case/9528B789F39057B4589BD70DDB4FAA8F"},"metadata":{"authorlinks":{}},"html":""},"bibtype":"article","biburl":"http://ftp.math.utah.edu/pub/tex/bib/advapplprob.bib","dataSources":["8DKZik2cWsn9Xkr7S"],"keywords":[],"search_terms":["support","extremal","martingale","measures","given","marginals","countable","case","campi","martini"],"title":"On the support of extremal martingale measures with given marginals: the countable case","year":2019}