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
Major :
Doctor of Philosophy )Ph.D.( )Mathematics(
Keyword :
Local martingale , Black-Scholes model , Girsanov theorem , exponential process , Martingale , Ito Integral
