Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalent martingale measures for Lévy-driven moving averages and related processes |
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Equivalent martingale measures for Lévy-driven moving averages and related processes (English)
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13 June 2018
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equivalent local martingale measures
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moving averages
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Lévy processes
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stochastic exponentials
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infinite divisibility
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