Faking Brownian motion with continuous Markov martingales

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Publication:6181521

DOI10.1007/s00780-023-00526-warXiv2109.12927OpenAlexW3202891025MaRDI QIDQ6181521

Walter Schachermayer, Mathias Beiglböck, Gudmund Pammer, George Lowther

Publication date: 2 January 2024

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.12927






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