Strict local martingales via filtration enlargement (Q5221477)
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scientific article; zbMATH DE number 7182440
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strict local martingales via filtration enlargement |
scientific article; zbMATH DE number 7182440 |
Statements
STRICT LOCAL MARTINGALES VIA FILTRATION ENLARGEMENT (English)
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26 March 2020
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strict local martingales
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filtration expansion
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bubbles
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0.8935311436653137
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0.8247917294502258
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0.8130120038986206
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0.8127596378326416
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0.8061774969100952
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