A simple proof of the martingale property in a semi-log-normal stochastic volatility model (Q3177164)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple proof of the martingale property in a semi-log-normal stochastic volatility model |
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A simple proof of the martingale property in a semi-log-normal stochastic volatility model (English)
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27 July 2018
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semi-log-normal stochastic volatility model
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functionals of Brownian motion
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