In discrete time a local martingale is a martingale under an equivalent probability measure
Year of publication: |
2008
|
---|---|
Authors: | Kabanov, Jurij M. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 12.2008, 3, p. 293-297
|
Subject: | Krein-Smulian theorem | Dalang-Morton-Willinger Theorem | Martingal | Martingale | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
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