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
Full text not available from this repository.Item Type: | ISI Article |
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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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