Martingale property of exponential semimartingales: a note on explicit conditions and applications to financial models - 惯性聚合

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Martingale property of exponential semimartingales: a note on explicit conditions and applications to financial models

David Criens, Kathrin Glau, Zorana Grbac · 2015-06-26 · via math.PR updates on arXiv.org

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