In discrete time a local martingale is a martingale under an equivalent probability measure
| Year of publication: |
2008
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|---|---|
| Authors: | Kabanov, Yuri |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 12.2008, 3, p. 293-298
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