2004•International Review of Economics & FinanceRequires access

On the martingale property of economic and financial instruments

Fathali Firoozi

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Key concepts: Girsanov theorem, Martingale pricing, Local martingale, Martingale (probability theory), Doob's martingale inequality, Martingale representation theorem, Martingale difference sequence, Mathematical economics

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On the martingale property of economic and financial instruments — Research Paper | ScholarLens