On the Uniqueness of Martingales with Certain Prescribed Marginals (Q5299578)
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scientific article; zbMATH DE number 6181246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Uniqueness of Martingales with Certain Prescribed Marginals |
scientific article; zbMATH DE number 6181246 |
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On the Uniqueness of Martingales with Certain Prescribed Marginals (English)
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26 June 2013
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fake Brownian motion
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binomial tree model
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geometric Brownian motion
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weak convergence to Brownian motion
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