scientific article; zbMATH DE number 5014850
Markov processdiffusion processstochastic differential equationsEuropean contingent claimsarbitrage and contingent claim pricingexponential properties of diffusion processesstatistical information measuresuniform Novikov conditionsuniformly finite expectations
Research exposition (monographs, survey articles) pertaining to information and communication theory (94-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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