SFB 303 Discussion Paper No. B - 246

Author: Schweizer, Martin
Title: A New Characterization of the Martingale Property
Abstract:
Keywords: martingale, adjustment process, signed martingale measures
JEL-Classification-Number: 60G42 AMS 1980 subject classification
Creation-Date: February 1993
Unfortunately this paper is not available online. Please contact us to order a hardcopy.

SFB 303 Homepage

16.06.1998, Webmaster