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~isPartOf:"International journal of financial engineering"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Martingale"
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International journal of financial engineering
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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Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
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2008
Persistent link: https://www.econbiz.de/10003856801
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3
A visual classification of local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857178
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