A characterization of the martingale property of exponentially affine processes
- 作者Eberhard Mayerhofer; Johannes Muhle-Karbe; Alexander G. Smirnov
- 卷第121卷
- 期第3期
- 印刷ISSN0304-4149
- 文件大小273.24KB
- 发表时间2011
- DOI10.1016/j.spa.2010.11.015
- 页码568-582
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