Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory

✍ Scribed by Robert Jarrow; Philip Protter

• Book ID: 116494909
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 158 KB
• Volume: 9
• Category: Article
• ISSN: 1544-6123
• DOI: 10.1016/j.frl.2012.03.002