A note on the existence of unique equivalent martingale measures in a Markovian setting
Year of publication: |
1997
|
---|---|
Authors: | Rydberg, Tina Hviid |
Published in: |
Finance and Stochastics. - Springer. - Vol. 1.1997, 3, p. 251-257
|
Publisher: |
Springer |
Subject: | Explosion time | hyperbolic diffusion processes | normal inverse Gaussian diffusion processes | stochastic differential equations | unique solution in law |
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