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dc.contributor.author
Larsson, Martin
dc.date.accessioned
2017-06-11T15:50:49Z
dc.date.available
2017-06-11T15:50:49Z
dc.date.issued
2014-08
dc.identifier.issn
2168-8737
dc.identifier.issn
1050-5164
dc.identifier.other
10.1214/13-AAP961
dc.identifier.uri
http://hdl.handle.net/20.500.11850/97291
dc.language.iso
en
dc.publisher
Institute of Mathematical Statistics
dc.title
Filtration shrinkage, strict local martingales and the Föllmer measure
dc.type
Journal Article
ethz.journal.title
The Annals of Applied Probability
ethz.journal.volume
24
ethz.journal.issue
4
ethz.journal.abbreviated
Ann. Appl. Probab.
ethz.pages.start
1739
ethz.pages.end
1766
ethz.notes
Received December 2012, Revised July 2013.
ethz.identifier.nebis
000585235
ethz.publication.place
Cleveland, OH
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
ethz.date.deposited
2017-06-11T15:51:27Z
ethz.source
ECIT
ethz.identifier.importid
imp593652df2ff2b17682
ethz.ecitpid
pub:152223
ethz.eth
no
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-18T12:27:00Z
ethz.rosetta.lastUpdated
2022-03-28T13:38:18Z
ethz.rosetta.versionExported
true
ethz.COinS
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