Discrete versus continuous time models : local martingales and singular processes in asset pricing theory
Year of publication: |
2012
|
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Authors: | Jarrow, Robert A. ; Protter, Philip |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 9.2012, 2, p. 58-62
|
Subject: | Theorie | Theory | CAPM | Martingal | Martingale |
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