Local martingale

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31	Stopping Times Let T ⊆ R+ be a time axis and let (Ω, F, {Ft }t∈T , P ) be a filtered probability model. A random variable τ : Ω → T ∪ {+∞} is called a stopping time (with respect to the filtration Ft ) if Add to Reading List Source URL: www.bramdejonge.nl Language: English - Date: 2009-08-11 10:09:17 Fourier analysis Transforms Hitting time Mathematical sciences Local martingale Stochastic processes Mathematical analysis Martingale theory
32	PDF Document Add to Reading List Source URL: www.chiark.greenend.org.uk Language: English - Date: 2010-05-22 12:34:37 Local martingale Semimartingale Quadratic variation Adapted process Continuous stochastic process Infinitesimal generator Stochastic differential equation Girsanov theorem Natural filtration Statistics Stochastic processes Martingale
33	PDF Document Add to Reading List Source URL: www.ams.org Language: English - Date: 2004-03-24 14:59:34 Finance Fundamental theorem of asset pricing Risk-neutral measure Arbitrage No free lunch with vanishing risk Black–Scholes Martingale Futures contract Local martingale Mathematical finance Financial economics Statistics