Work

On a Condition that One-Dimensional Diffusion Processes are Martingales

Year: 2006

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-540-35513-7_12

Author: Shinichi Kotani

Institution: The University of Osaka

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W186942941

FWCI: 0.964

Cites: 6

Cited by: 49

Related to: 10