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.
Additional indexing
| Item Type: | Dissertation (monographical) |
|---|---|
| Referees: | Nikeghbali Ashkan, 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: | 24 Sep 2014 14:54 |
| Last Modified: | 25 Aug 2020 14:18 |
| Number of Pages: | 83 |
| OA Status: | Closed |
Kreher, Dörte