Pages that link to "Item:Q2904874"
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The following pages link to A Visual Criterion for Identifying Itô Diffusions as Martingales or Strict Local Martingales (Q2904874):
Displaying 9 items.
- On the martingale property of certain local martingales (Q664349) (← links)
- Strict local martingales: examples (Q1687193) (← links)
- A remark on conditions that a diffusion in the natural scale is a martingale (Q1750373) (← links)
- Change of drift in one-dimensional diffusions (Q2022766) (← links)
- Weak tail conditions for local martingales (Q2421830) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
