Tail Distributions of Supremum and Quadratic Variation of Local Martingales

Robert Liptser () and Alexander Novikov ()
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Robert Liptser: Tel Aviv University, Department of Electrical Engineering-Systems
Alexander Novikov: School of Mathematical Sciences, UTS

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 421-432 from Springer

Date: 2006
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DOI: 10.1007/978-3-540-30788-4_22

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