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Introduction to Option Pricing Theory

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Attention for Chapter 5: Girsanov’s Theorem
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Chapter title
Girsanov’s Theorem
Chapter number 5
Book title
Introduction to Option Pricing Theory
Published by
Birkhäuser, Boston, MA, January 2000
DOI 10.1007/978-1-4612-0511-1_5
Book ISBNs
978-1-4612-6796-6, 978-1-4612-0511-1
Authors

Gopinath Kallianpur, Rajeeva L. Karandikar