On path-independent Girsanov transform (Q2663804)
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scientific article; zbMATH DE number 7335144
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On path-independent Girsanov transform |
scientific article; zbMATH DE number 7335144 |
Statements
On path-independent Girsanov transform (English)
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20 April 2021
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Girsanov transformation
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local martingale
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stochastic differential equation
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0.774427592754364
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0.7477962970733643
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0.7474644780158997
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0.7451288104057312
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