The Riesz representation theorem and weak∗ compactness of semimartingales
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DOI: 10.1007/s00780-020-00432-5
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Keywords
Skorokhod space; Meyer–Zheng topology; S $S$ -topology; Weak∗ topology; Càdlàg semimartingale;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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