• 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
  • Pages
    9
  • From page
    43
  • To page
    51
  • Keywords
    Novikov condition , No arbitrage , Multidimensional stochastic di erential equations
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2000
  • Journal title
    Statistics and Probability Letters
  • Record number

    139265

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139265