Properly discounted asset prices are semimartingales
Crossref DOI link: https://doi.org/10.1007/s11579-020-00269-8
Published Online: 2020-06-11
Published Print: 2020-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bálint, Dániel Ágoston
Schweizer, Martin
Funding for this research was provided by:
ETH Zürich Foundation
Swiss Finance Institute
Text and Data Mining valid from 2020-06-11
Version of Record valid from 2020-06-11
Article History
Received: 3 October 2019
Accepted: 7 May 2020
First Online: 11 June 2020