DocumentCode
1601
Title
On Moment Conditions for the Girsanov Theorem
Author
Augusto Nobile استاد مشاور , Ambar Sengupta استاد مشاور , Hui-Hsiung Kuo استاد راهنما
University
Lovisiana State University
Grade
دكتري
Major
Doctor of Philosophy )Ph.D.( )Mathematics(
Number of pages
0
Publish Date
2006
Keyword
Local martingale , Black-Scholes model , Girsanov theorem , exponential process , Martingale , Ito Integral
Note
01
Language
انگليسي
Link To Document