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Strict local martingales: examples - MaRDI portal

Strict local martingales: examples (Q1687193)

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Strict local martingales: examples
scientific article

    Statements

    title
    Strict local martingales: examples (English)
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    author
    Xue-Mei Li
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    publication date
    22 December 2017
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    zbMATH Keywords
    strict local martingales
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    examples
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    oscillations
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    small moments
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    Identifiers

    zbMATH DE Number
    6821179
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    OpenAlex ID
    W2517153533
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    arXiv ID
    1609.00935
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