Locally Ф-integrable σ-martingale densitiesfor general semimartingales
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Publication:2803516
DOI10.1080/17442508.2015.1052809zbMath1337.60083OpenAlexW2304331855MaRDI QIDQ2803516
Tahir Choulli, Martin Schweizer
Publication date: 4 May 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2015.1052809
semimartingalesmathematical financeequivalent martingale measures\(\sigma\)-martingalesJacod decomposition
Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Financial applications of other theories (91G80)
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