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On the integrability of the supremum of stochastic volatility models and other martingales

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Gerhold, Stefan, Pachschwöll, Julian, Ruf, Johannes
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Probability 60G44, 60G40, 60G46, 91G20
Accesso online:	Acceder al recurso
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