Filtration shrinkage, strict local martingales and the Föllmer measure

✍ Scribed by Larsson, Martin

• Book ID: 127198976
• Publisher: Institute of Mathematical Statistics
• Year: 2014
• Tongue: English
• Weight: 262 KB
• Volume: 24
• Category: Article
• ISSN: 1050-5164
• DOI: 10.1214/13-aap961