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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 Science.

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Item Type:Dissertation (monographical)
Referees:Nikeghbali Ashkan, Bertoin Jean, Jeanblanc Monique, Protter Philip
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Language:English
Date:2014
Deposited On:04 Mar 2015 13:21
Last Modified:20 Sep 2018 04:02
Number of Pages:83
OA Status:Green
Official URL:http://www.recherche-portal.ch/ZAD:default_scope:ebi01_prod010239469

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