Work

Théorème de Girsanov généralisé et grossissement d'une filtration

Year: 1985

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/bfb0075774

Author: Chantha Yoeurp

Institution: Université Pierre-et-Marie-Curie

Language: French

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W174593049

FWCI:

Cites: 13

Cited by: 21

Related to: 10