"In discrete time a local martingale is a martingale under an equivalent ..."

Yuri Kabanov (2008)

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DOI: 10.1007/S00780-008-0063-Y

access: closed

type: Journal Article

metadata version: 2020-07-22

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Yuri Kabanov:
In discrete time a local martingale is a martingale under an equivalent probability measure. Finance Stochastics 12(3): 293-297 (2008)

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