Sticky processes, local and true martingales (Q1708983)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sticky processes, local and true martingales |
scientific article |
Statements
Sticky processes, local and true martingales (English)
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27 March 2018
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consistent price systems
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illiquid markets
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martingales
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processes with jumps
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sticky processes
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