Analysis of continuous strict local martingales via \(h\)-transforms (Q983170)
From MaRDI portal
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
3 August 2010
0 references
local martingale
0 references
strict local martingale
0 references
inverse Bessel process
0 references
financial bubble
0 references