On the martingale property of stochastic exponentials (Q4667990): Difference between revisions

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Latest revision as of 09:02, 10 June 2024

scientific article; zbMATH DE number 2158156
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English
On the martingale property of stochastic exponentials
scientific article; zbMATH DE number 2158156

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    On the martingale property of stochastic exponentials (English)
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    18 April 2005
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    equivalent local martingale measure
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    explosion
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