The Economic Plausibility of Strict Local Martingales in Financial Modelling

Hulley, H

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Field	Value	Language
dc.contributor.author	Hulley, H https://orcid.org/0000-0002-6684-8309	en_US
dc.date.issued	2010	en_US
dc.identifier.citation	2010, pp. 53 - 75	en_US
dc.identifier.isbn	978-3-642-03478-7	en_US
dc.identifier.uri	http://hdl.handle.net/10453/14245
dc.relation.isbasedon	10.1007/978-3-642-03479-4_4	en_US
dc.title	The Economic Plausibility of Strict Local Martingales in Financial Modelling	en_US
dc.type	Chapter
utslib.for	010205 Financial Mathematics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.publication-status	Published	en_US

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