Analysis of continuous strict local martingales via \(h\)-transforms (Q983170)
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scientific article
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| English | Analysis of continuous strict local martingales via \(h\)-transforms |
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Analysis of continuous strict local martingales via \(h\)-transforms (English)
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3 August 2010
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local martingale
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strict local martingale
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inverse Bessel process
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financial bubble
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0.8270394802093506
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0.8127596378326416
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0.8050997853279114
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0.790614128112793
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0.7851755619049072
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