Work

Anticipation cancelled by a Girsanov transformation : a paradox on Wiener space

Year: 1993

Type: article

Source: French digital mathematics library (Numdam)

Authors: Hans Föllmer, Peter Imkeller

Language: French

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2522789062

FWCI: 0.817

Cites:

Cited by: 53

Related to: 10