Work

Some Exponential Martingales

Year: 1994

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466600008859

Authors: Peter C.B. Phillips, Douglas J. Hodgson

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2165549313

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