ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278): Difference between revisions

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Latest revision as of 13:38, 13 July 2024

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ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS
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    ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (English)
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    13 March 2017
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    local martingale
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    martingale property
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    stochastic volatility
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    Engelbert Schmidt zero-one law
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