Local and True Martingales in Discrete Time (Q5198650)
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scientific article; zbMATH DE number 5937233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local and True Martingales in Discrete Time |
scientific article; zbMATH DE number 5937233 |
Statements
Local and True Martingales in Discrete Time (English)
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9 August 2011
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equivalent martingale measure
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local martingale
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total variation norm
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