Local and true martingales in discrete time

Prokaj, Vilmos and Rásonyi, Miklós (2011) Local and true martingales in discrete time. THEORY OF PROBABILITY AND ITS APPLICATIONS, 55 (2). pp. 325-332. ISSN 0040-585x

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Item Type: ISI Article
Uncontrolled Keywords: total variation norm, local martingale, equivalent martingale measure
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User: EPrints Admin
Date Deposited: 12 Dec 2012 08:40
Last Modified: 05 Feb 2014 15:48
URI: https://eprints.sztaki.hu/id/eprint/6627

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