scientific article; zbMATH DE number 5014850
zbMATH Open1140.91013MaRDI QIDQ3376479FDOQ3376479
Authors: W. Stummer 
Publication date: 23 March 2006
Full work available at URL: http://www.shaker.de/de/content/catalogue/index.asp?lang=de&ID=8&ISBN=978-3-8322-3186-6
Title of this publication is not available (Why is that?)
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Markov processdiffusion processstochastic differential equationsEuropean contingent claimsarbitrage and contingent claim pricingexponential properties of diffusion processesstatistical information measuresuniform Novikov conditionsuniformly finite expectations
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Cited In (8)
- On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift
- On divergences of finite measures and their applicability in statistics and information theory
- Some universal insights on divergences for statistics, machine learning and artificial intelligence
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