A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (Q491703): Difference between revisions

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+Stochastic Integration with Jumps
@@ Property / cites work: Stochastic Integration with Jumps / rank @@
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+On the hedging of options on exploding exchange rates
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+Arbitrage possibilities in Bessel processes and their relations to local martingales
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+The exit measure of a supermartingale
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+Strict local martingales and bubbles
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+Analysis of continuous strict local martingales via \(h\)-transforms
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+Q5533878
@@ Property / cites work: Q5533878 / rank @@
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+Publication:491703