4. Mathematics
  5. Probability

Dmitry B. Rokhlin

Mathematics – Probability

Scientist

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Scientist

Rostov State University

A proof of the Dalang-Morton-Willinger theorem

Mathematics – Probability
Scientific paper

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Asymptotic arbitrage and numéraire portfolios in large financial markets

Mathematics – Probability
Scientific paper

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Constructive no-arbitrage criterion under transaction costs in the case of finite discrete time

Mathematics – Probability
Scientific paper

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Kreps-Yan theorem for Banach ideal spaces

Mathematics – Functional Analysis
Scientific paper

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Lower bounds of martingale measure densities in the Dalang-Morton-Willinger theorem

Mathematics – Probability
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