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Exponential Martingales and Changes of Measure for Counting Processes
Sokol, Alexander, Hansen, Niels RichardVolume:
33
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2015.1040890
Date:
September, 2015
File:
PDF, 428 KB
english, 2015