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N°17-21: Uniform Integrability of a Single Jump Local Martingale With State-Dependent Characteristics, M. Schatz and D. Sornette, 2017.

N°17-21: Uniform Integrability of a Single Jump Local Martingale With State-Dependent Characteristics, M. Schatz and D. Sornette, 2017.

AuthorD. Sornette, M. Schatz
Date21 jan. 2017
CatégorieWorking Papers
Linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=2987695

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