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dc.contributor.author
Mayerhofer, Eberhard
dc.contributor.author
Muhle-Karbe, Johannes
dc.contributor.author
Smirnov, Alexander G.
dc.date.accessioned
2017-06-09T09:39:29Z
dc.date.available
2017-06-09T09:39:29Z
dc.date.issued
2011-03
dc.identifier.other
10.1016/j.spa.2010.11.015
dc.identifier.uri
http://hdl.handle.net/20.500.11850/30870
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Exponential martingales
dc.subject
Affine processes
dc.subject
Semimartingale characteristics
dc.subject
Conservative processes
dc.title
A characterization of the martingale property of exponentially affine processes
dc.type
Journal Article
ethz.journal.title
Stochastic Processes and their Applications
ethz.journal.volume
121
ethz.journal.issue
3
ethz.journal.abbreviated
Stoch. process. their appl.
ethz.pages.start
568
ethz.pages.end
582
ethz.notes
Received 16 November 2009, Revised 10 November 2010, Accepted 29 November 2010, Available online 10 December 2010.
ethz.identifier.wos
ethz.identifier.nebis
000025024
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03899 - Muhle-Karbe, Johannes (ehemalig)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03899 - Muhle-Karbe, Johannes (ehemalig)
ethz.date.deposited
2017-06-09T09:39:41Z
ethz.source
ECIT
ethz.identifier.importid
imp59364db34dac065072
ethz.ecitpid
pub:51163
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-14T14:46:49Z
ethz.rosetta.lastUpdated
2020-02-14T07:44:24Z
ethz.rosetta.versionExported
true
ethz.COinS
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