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Article Dans Une Revue Finance and Stochastics Année : 2008

In discrete time a local martingale is a martingale under an equivalent probability measure.

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hal-00488151 , version 1 (01-06-2010)

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  • HAL Id : hal-00488151 , version 1

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Yuri Kabanov. In discrete time a local martingale is a martingale under an equivalent probability measure.. Finance and Stochastics, 2008, 12 (3), pp.293-297. ⟨hal-00488151⟩
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