Jan H. Van Schuppen and Eugene Wong
EECS Department
University of California, Berkeley
Technical Report No. UCB/ERL M385
March 1974
http://www2.eecs.berkeley.edu/Pubs/TechRpts/1974/ERL-m-385.pdf
BibTeX citation:
@techreport{Schuppen:M385, Author = {Schuppen, Jan H. Van and Wong, Eugene}, Title = {Transformation of Local Martingales Under a Change of Law}, Institution = {EECS Department, University of California, Berkeley}, Year = {1974}, Month = {Mar}, URL = {http://www2.eecs.berkeley.edu/Pubs/TechRpts/1974/28737.html}, Number = {UCB/ERL M385} }
EndNote citation:
%0 Report %A Schuppen, Jan H. Van %A Wong, Eugene %T Transformation of Local Martingales Under a Change of Law %I EECS Department, University of California, Berkeley %D 1974 %@ UCB/ERL M385 %U http://www2.eecs.berkeley.edu/Pubs/TechRpts/1974/28737.html %F Schuppen:M385