Björk, Tomas; Blix, Magnus; Landen, Camilla - Economics Institute for Research (SIR), … - 2005
differential geometry that are needed for
the present paper.
2 Basics
We consider a financial market living on a given filtered … need the concept of a quasi
exponential function.
Definition 3.1 A scalar real valued function of a real variable x is … interpretation of the state variable Z
1
in the parameterization in Propo-
sition 5.1 is not clear. There is however considerable …