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N°15-15: Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales, T. Choulli and M. Schweizer, 2015.

N°15-15: Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales, T. Choulli and M. Schweizer, 2015.

AuthorM. Schweizer, T. Choulli
Date13 Feb. 2015
CategoryWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2606674

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