A Martingale Equation of Exponential Type

Michael Mania () and Revaz Tevzadze ()
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Michael Mania: A.Razmadze Mathematical Institute
Revaz Tevzadze: Institute of Cybernetics

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 507-516 from Springer

Keywords: Martingale Measure; Local Martingale; Quadratic Growth; Martingale Theory; Integrable Martingale (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-30788-4_24

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DOI: 10.1007/978-3-540-30788-4_24

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