Analysis of continuous strict local martingales via \(h\)-transforms (Q983170)

From MaRDI portal
Revision as of 18:16, 18 April 2024 by Importer (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Analysis of continuous strict local martingales via \(h\)-transforms
scientific article

    Statements

    Analysis of continuous strict local martingales via \(h\)-transforms (English)
    0 references
    0 references
    0 references
    3 August 2010
    0 references
    local martingale
    0 references
    strict local martingale
    0 references
    inverse Bessel process
    0 references
    financial bubble
    0 references

    Identifiers