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Strict local martingales, random times, and non-standart changes of probability measure in financial mathematicss


Kreher, Dörte. Strict local martingales, random times, and non-standart changes of probability measure in financial mathematicss. 2014, University of Zurich, Faculty of Science.

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Item Type:Dissertation
Referees:Nikeghbali Ashkan, Jeanblanc Monique, Protter Philip
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Language:English
Date:2014
Deposited On:24 Sep 2014 14:54
Last Modified:14 Feb 2018 21:34
Number of Pages:83
OA Status:Closed

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