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Optional projection under equivalent local martingale measures

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Bibliographic Details
Main Authors: Francesca, Biagini, Andrea, Mazzon, Ari-Pekka, Perkkiö
Format: Book
Language:English
Published: Springer 2023
Subjects:
G-adapted strict
filtration F under
Online Access:https://link.springer.com/article/10.1007/s00780-023-00503-3
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7474
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Internet

https://link.springer.com/article/10.1007/s00780-023-00503-3
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7474

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