๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On sample path properties of semistable processes

โœ Scribed by Balram S Rajput; Kavi Rama-Murthy


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
698 KB
Volume
21
Category
Article
ISSN
0047-259X

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Sample path properties of futures prices
โœ David H. Goldenberg ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 920 KB

quilibrium price processes in frictionless markets have been characterized in E a number of ways. Under risk neutrality, Samuelson (1965) first demonstrated the martingale property. Under risk aversion, one can present models in which the martingale property holds and models in which it does not (Lu