A Note on the Exponential G-Martingale
oleh: Yunsheng Lu, Yingying Liu
| Format: | Article |
|---|---|
| Diterbitkan: | Wiley 2013-01-01 |
Deskripsi
We get the exponential G-martingale theorem with the Kazamaki condition and tell a distinct difference between the Kazamaki’s and Novikov’s criteria with an example.