An adapted, integrable process is a martingale if for all ; a submartingale if ; a supermartingale if .
Quantitative Finance · المسرد
ما معنى Martingale؟
يُعرف أيضًا باسم: submartingale · supermartingale
Quantitative Finance · المسرد
يُعرف أيضًا باسم: submartingale · supermartingale
An adapted, integrable process is a martingale if for all ; a submartingale if ; a supermartingale if .