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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 |
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Item Subtype | Original Work |
Refereed | Yes |
Status | Published in final form |
Language |
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Journal Title | Statistics & Probability Letters |
Geographical Reach | international |
Volume | 104 |
Page Range | 94 - 101 |
Date | 2015 |
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