No label defined (Q2912613)

From MaRDI portal
scientific article
Language Label Description Also known as
English
No label defined
scientific article

    Statements

    0 references
    0 references
    14 September 2012
    0 references
    0 references
    equivalent martingale measure
    0 references
    high-order Markov model
    0 references
    extended Girsanov's principle
    0 references