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 Science.
Additional indexing
| Item Type: | Dissertation (monographical) |
|---|---|
| Referees: | Nikeghbali Ashkan, Bertoin Jean, Jeanblanc Monique, Protter Philip |
| Communities & Collections: | 07 Faculty of Science > Institute of Mathematics
UZH Dissertations |
| Dewey Decimal Classification: | 510 Mathematics |
| Language: | English |
| Date: | 2014 |
| Deposited On: | 04 Mar 2015 13:21 |
| Last Modified: | 25 Aug 2020 14:22 |
| Number of Pages: | 83 |
| OA Status: | Green |
| Official URL: | http://www.recherche-portal.ch/ZAD:default_scope:ebi01_prod010239469 |
Permanent URL
https://doi.org/10.5167/uzh-109627
Download
Preview
Kreher, Dörte