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What is the stochastic differential of a general semimartingale?
By using the canonical representation of a semimartingale in Eberlein, Glau and Papapantoleon's "Analysis of Fourier Transform Valuation Formulas and Applications", on page 3: $$H = B + H^c + h(x) ...
Nov 6 '13 at 6:03
newest exotics martingale questions feed
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