On the existence of semimartingales with continuous characteristics
Work
Year: 2019
Type: article
Abstract: We prove the existence of quasi-left continuous semimartingales with continuous local semimartingale characteristics which satisfy a Lyapunov-type or a linear growth condition, where latter takes the ... more
Source: Stochastics
Author David Criens
Institution Technical University of Munich
Cites: 36
Cited by: 5
Related to: 10
FWCI: 0.522
Citation percentile (by year/subfield): 72.32
Subfield: Finance
Domain: Social Sciences
Open Access status: green