Conic martingales from stochastic integrals
Year of publication: |
2018
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Authors: | Jeanblanc, Monique ; Vrins, Frédéric |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 28.2018, 2, p. 516-535
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Subject: | bounded martingale | diffusion process | stochastic differential equation | stochastic survival probability | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Analysis | Mathematical analysis |
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