On Tail Distributions of Supremum and Quadratic Variation of Local Martingales
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- Hardy Hulley, 2009. "Strict Local Martingales in Continuous Financial Market Models," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 19.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-06-02 (All new papers)
- NEP-ECM-2004-06-09 (Econometrics)
- NEP-ETS-2004-06-02 (Econometric Time Series)
- NEP-IFN-2004-06-02 (International Finance)
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