Filtration shrinkage, strict local martingales and the Föllmer measure

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Author
Larsson, Martin
Date
2014-08
Type
    Journal Article
Publication status
published
External links
Journal / series
The Annals of Applied Probability
Volume
24(4)
Pages / Article No.
1739 - 1766
Publisher
Institute of Mathematical Statistics
Organisational unit
09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)  
Notes
Received December 2012, Revised July 2013.
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