Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (Q1012213): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Local martingales, bubbles and option prices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A survey and some generalizations of Bessel processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3534751 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Class 𝐷 supermartingales / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Continuous exponential martingales and BMO / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4139359 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the martingale property of stochastic exponentials / rank | |||
Normal rank | |||
Revision as of 11:11, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) |
scientific article |
Statements
Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (English)
0 references
15 April 2009
0 references
The author presents a direct construction of stochastic exponentials with arbitrary expectation in \((0, 1)\).
0 references
0 references
