In discrete time a local martingale is a martingale under an equivalent probability measure
| Year of publication: |
2008
|
|---|---|
| Authors: | Kabanov, Yuri |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 3, p. 293-297
|
| Publisher: |
Springer |
| Subject: | Martingale | Generalized martingale | Dalang–Morton–Willinger theorem | Krein–S̆mulian theorem | Free lunch |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390737