girsanov theory
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Girsanov Theory Under a Finite Entropy Condition

Lecture Notes in Mathematics - Séminaire de Probabilités XLIV ◽

10.1007/978-3-642-27461-9_20 ◽

2012 ◽

pp. 429-465 ◽

Cited By ~ 3

Author(s):

Christian Léonard

Keyword(s):

Entropy Condition ◽

Girsanov Theory

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Girsanov Theory

Stochastic Calculus and Financial Applications ◽

10.1007/978-1-4684-9305-4_13 ◽

2001 ◽

pp. 213-231 ◽

Cited By ~ 1

Author(s):

J. Michael Steele

Keyword(s):

Girsanov Theory

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