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Strict Local Martingales, Random Times and Non-Standard Changes of Probability Measure in Financial Mathematics


Kreher, Dörte. Strict Local Martingales, Random Times and Non-Standard Changes of Probability Measure in Financial Mathematics. 2014, University of Zurich, Faculty of Economics.

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Item Type:Dissertation (monographical)
Referees:Nikeghbali Ashkan
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2014
Deposited On:03 Feb 2015 13:33
Last Modified:17 Sep 2019 16:41
OA Status:Green
Other Identification Number:merlin-id:11690

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