Showing 1 - 10 of 52
Persistent link: https://www.econbiz.de/10001473109
Persistent link: https://www.econbiz.de/10000927705
Persistent link: https://www.econbiz.de/10001185075
Persistent link: https://www.econbiz.de/10001132584
Persistent link: https://www.econbiz.de/10000168634
Persistent link: https://www.econbiz.de/10001672241
Let X be a continuous adapted process for which there exists an equivalent local martingale measure (ELMM). The minimal martingale measure P is the unique ELMM for X with the property that local P-martingales strongly orthogonal to the P-martingale part of X are also local P-martingales. We...
Persistent link: https://www.econbiz.de/10009578560
Persistent link: https://www.econbiz.de/10001509224
Persistent link: https://www.econbiz.de/10000811991
Persistent link: https://www.econbiz.de/10000811993