Journal article
Locally Ф-integrable σ-martingale densitiesfor general semimartingales
- Choulli, Tahir Department of Mathematical and Statistical Sciences, University of Alberta, 632 Central Academic Building, Edmonton, AB T6G 2G1, Canada
- Schweizer, Martin Swiss Finance Institute, Walchestrasse 9, CH-8006Zürich, Switzerland
- 2016-1-5
Published in:
- Stochastics. - Informa UK Limited. - 2016, vol. 88, no. 2, p. 191-266
- Language
-
- English
- Open access status
- closed
- Identifiers
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- DOI 10.1080/17442508.2015.1052809
- ISSN 1744-2508
- Persistent URL
- https://sonar.ch/global/documents/140262
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