On the martingale property of stochastic exponentials (Q4667990)
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scientific article; zbMATH DE number 2158156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the martingale property of stochastic exponentials |
scientific article; zbMATH DE number 2158156 |
Statements
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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