Record link: 
http://hdl.handle.net/20.500.12708/211046
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Title: 
Equivalent Conditions for the Stochastic Exponential to be a Uniformly Integrable Martingale
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Citation: 
Schmock, U. (2024). Equivalent Conditions for the Stochastic Exponential to be a Uniformly Integrable Martingale. In Bachelier Finance Society — 12th World Congress, Rio de Janeiro, Brazil, July 8th - July 12th, 2024 (pp. 197–197).
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Publication Type: 
Inproceedings - Abstract Book Contribution
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Language: 
English
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Authors: 
Schmock, Uwe 
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Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Published in: 
Bachelier Finance Society — 12th World Congress, Rio de Janeiro, Brazil, July 8th - July 12th, 2024 
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Date (published): 
2024
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Event name: 
12th World Congress of the Bachelier Finance Society 2024 
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Event date: 
8-Jul-2024 - 12-Jul-2024
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Event place: 
Rio de Janeiro, Brazil
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Number of Pages: 
1
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Keywords: 
Stochastic exponential; uniformly integrable martingale
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Research Areas: 
Fundamental Mathematics Research: 100%
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Science Branch: 
1020 - Informatik: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
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Appears in Collections:
Conference Paper

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