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A characterization of the martingale property of exponentially affine processes
Eberhard Mayerhofer, Johannes Muhle-Karbe, Alexander G. SmirnovVolume:
121
Year:
2011
Language:
english
Pages:
15
DOI:
10.1016/j.spa.2010.11.015
File:
PDF, 273 KB
english, 2011