Changes of Measure and Martingale Representation
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-63193-1_13
Reference7 articles.
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3. Novikov, A.A.: A certain identity for stochastic integrals. Teor. Verojatnost. i Primenen. 17, 761–765 (1972)
4. Pascucci, A.: Calcolo stocastico per la finanza, vol. 33 of Unitext. Springer, Milano (2008)
5. Pascucci, A.: PDE and Martingale Methods in Option Pricing, vol. 2 of Bocconi & Springer Series. Springer/Bocconi University Press, Milan (2011)
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