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Contribution Details

Type Journal Article
Scope Discipline-based scholarship
Title A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale
Organization Unit
Authors
  • Ashkan Nikeghbali
  • Dörte Kreher
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Journal Title Statistics & Probability Letters
Geographical Reach international
Volume 104
Page Range 94 - 101
Date 2015
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