When a Stochastic Exponential Is a True Martingale. Extension of the Beneš Method

By F. Klebaner, Robert Sh. Liptser. 2014

53 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/28b817b42f4564033c1329d34887b9bdea90801a