When a Stochastic Exponential Is a True Martingale. Extension of the Beneš Method (Q5166314)
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scientific article; zbMATH DE number 6308870
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When a Stochastic Exponential Is a True Martingale. Extension of the Beneš Method |
scientific article; zbMATH DE number 6308870 |
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When a Stochastic Exponential Is a True Martingale. Extension of the Beneš Method (English)
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26 June 2014
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exponential martingale
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diffusion process with jumps
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Girsanov theorem
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Beneš method
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