Discrete versus continuous time models: Local martingales...

Finance Research Letters 2012 Vol. 9; Iss. 2

Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory

Robert Jarrow, Philip Protter
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Volume:
9
Year:
2012
Language:
english
DOI:
10.1016/j.frl.2012.03.002
File:
PDF, 158 KB
english, 2012
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