Simple examples of pure-jump strict local martingales (Q491181)
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| Language | Label | Description | Also known as |
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| English | Simple examples of pure-jump strict local martingales |
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Simple examples of pure-jump strict local martingales (English)
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24 August 2015
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strict local martingales
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affine processes
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self-exciting processes
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generalized Riccati equation
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