Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale
2012 ◽
Vol 82
(5)
◽
pp. 868-878
◽
2011 ◽
Vol 240
(14-15)
◽
pp. 1123-1144
◽
2010 ◽
Vol 15
(0)
◽
pp. 2041-2068
◽
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