Locally \(\Phi\)-integrable \(\sigma\)-martingale densities for general semimartingales (Q2803516)
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scientific article; zbMATH DE number 6577662
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| English | Locally \(\Phi\)-integrable \(\sigma\)-martingale densities for general semimartingales |
scientific article; zbMATH DE number 6577662 |
Statements
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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0.7913303375244141
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0.7586587071418762
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0.7586587071418762
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0.7446288466453552
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0.7433831095695496
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