Timeline for Random variable minus Integral of Ito Generator is a Martingale under what conditions?
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Feb 15, 2019 at 14:12 | comment | added | Slade | Nonlinear Option Pricing (Guyon) | |
| Feb 15, 2019 at 14:11 | comment | added | Gordon | which book you are reading? | |
| Feb 15, 2019 at 13:29 | comment | added | Ezy | Implicitly i believe the only thing that matters here is the process $\hat{M}_{z}=M_{t+z}$ for $z\geq 0$... especially given you remark that the context is option pricing. | |
| Feb 15, 2019 at 13:21 | history | edited | Slade | CC BY-SA 4.0 |
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| Feb 14, 2019 at 21:38 | history | edited | Slade | CC BY-SA 4.0 |
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| Feb 14, 2019 at 21:00 | history | tweeted | twitter.com/StackQuant/status/1096152237166989313 | ||
| Feb 14, 2019 at 19:23 | history | edited | Slade | CC BY-SA 4.0 |
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| Feb 14, 2019 at 18:53 | history | asked | Slade | CC BY-SA 4.0 |