Title of article :
On Novikov and arbitrage properties of multidimensional diffusion processes with exploding drift
Author/Authors :
Wolfgang Stummer، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2000
Keywords :
Novikov condition , No arbitrage , Multidimensional stochastic di erential equations
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
