Filtration shrinkage, strict local martingales and the Föllmer measure
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Author / Producer
Date
2014-08
Publication Type
Journal Article
ETH Bibliography
no
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Publication status
published
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Book title
Journal / series
Volume
24 (4)
Pages / Article No.
1739 - 1766
Publisher
Institute of Mathematical Statistics
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Edition / version
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Date collected
Date created
Subject
Organisational unit
09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
Notes
Received December 2012, Revised July 2013.