Header

UZH-Logo

Maintenance Infos

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.

Statistics

Downloads

29 downloads since deposited on 04 Mar 2015
15 downloads since 12 months
Detailed statistics

Additional indexing

Item Type:Dissertation
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

Download

Download PDF  'Strict local martingales, random times, and non-standard changes of probability measure in financial mathematics'.
Preview
Filetype: PDF
Size: 1MB