5 citations · 10 across the 7 of their papers we have counts for
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q-fin.ST2018
Description of Incomplete Financial Markets for the Discrete Time Evolution of Risk Assets
N. S. Gonchar
In the paper, the martingales and super-martingales relative to a regular set of measures are systematically studied. The notion of local regular super-martingale relative to a set…
q-fin.ST2018★ 5 cited
Martingales and Super-martingales Relative to a Convex Set of Equivalent Measures
Nicholas S. Gonchar
In the paper, the martingales and super-martingales relative to a convex set of equivalent measures are systematically studied. The notion of local regular super-martingale relativ…