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We consider a general class of continuous asset price models where the drift and the volatility functions, as well as the driving Brownian motions, change at a random time ττ. Under minimal assumptions on the random time and on the driving Brownian motions, we study the behavior of the model in all the filtrations which naturally arise in this setting, establishing martingale representation results and characterizing the validity of the NA1 and NFLVR no-arbitrage conditions.  相似文献
2.
In this paper,the concept of countable compactness degree and the concept of Lindelf property degree are defined in L-fuzzy topological spaces by means of implication operator →.Many properties of them are discussed.  相似文献
3.
本文主要研究了带有凸和局部Lipschitz势函数的二阶周期微分包含解的存在性.通过对势函数合理的假设,利用非光滑的最小作用定理验证了由凸和局部Lipschitz泛函构成的能量泛函非光滑的PS-条件,以及能量泛函广义临界点的存在性.  相似文献
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