LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS
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Publication:3008487
DOI10.1111/j.1467-9965.2010.00442.xzbMath1229.91131MaRDI QIDQ3008487
Inga Baadshaug Eide, Giulia Di Nunno
Publication date: 16 June 2011
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10852/10503
60G44: Martingales with continuous parameter
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