Usual hypotheses
From Infogalactic: the planetary knowledge core
Lua error in package.lua at line 80: module 'strict' not found. In probability theory, given a probability space , a filtration is said to satisfy the usual hypotheses if:[1]
- contains all -negligible events.
- is right-continuous.
References
- ↑ Pascucci, Andrea. Pde and Martingale Methods in Option Pricing. Berlin: Springer, 2011.
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