Locally Ф-integrable σ-martingale densitiesfor general semimartingales (Q2803516)
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| Language | Label | Description | Also known as |
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| English | Locally Ф-integrable σ-martingale densitiesfor general semimartingales |
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Locally Ф-integrable σ-martingale densitiesfor general semimartingales (English)
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4 May 2016
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semimartingales
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\(\sigma\)-martingales
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equivalent martingale measures
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Jacod decomposition
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mathematical finance
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