Self-dual continuous processes
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Publication:1947605
DOI10.1016/j.spa.2013.01.008zbMath1287.60054arXiv1201.6516OpenAlexW2038697115MaRDI QIDQ1947605
Thorsten Rheinländer, Michael Schmutz
Publication date: 22 April 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.6516
Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
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