Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (Q1012213): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2008.11.003
@@ Property / DOI: 10.1016/j.spl.2008.11.003 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2008.11.003
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@@ Property / OpenAlex ID @@
+W3125092244
@@ Property / OpenAlex ID: W3125092244 / rank @@
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@@ Property / cites work @@
+Local martingales, bubbles and option prices
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+Continuous exponential martingales and BMO
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@@ Property / cites work @@
+On the martingale property of stochastic exponentials
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@@ Property / DOI @@
+.1016/J.SPL.2008.11.003
@@ Property / DOI: 10.1016/J.SPL.2008.11.003 / rank @@
+Normal rank