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person:"Platen, Eckhard"
~person:"Hess, Markus"
~person:"Judd, Kenneth L."
~subject:"Laplace transforms"
~type_genre:"Working Paper"
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Platen, Eckhard
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy
;
Platen, Eckhard
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2009
Persistent link: https://www.econbiz.de/10008662355
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A visual classification of local martingales
Hulley, Hardy
;
Platen, Eckhard
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2008
Persistent link: https://www.econbiz.de/10003857178
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