Abstract
From now on, we will consider the filtrated probability space \(({\rm{\Omega }},{\cal F},P,\underline {\cal F} )\) as given where W is a \({\cal F}\)-Wiener process on \([0,T]\).
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Röman, J.R.M. (2017). Martingale Measures. In: Analytical Finance: Volume II. Palgrave Macmillan, Cham. https://doi.org/10.1007/978-3-319-52584-6_13
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DOI: https://doi.org/10.1007/978-3-319-52584-6_13
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