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Questions tagged [semimartingale]

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henry_grayson_lawyer henry_grayson_lawyer Sat Aug 31 2024 | 7 answers 2029

What is a Semimartingale in finance?

Could you please explain to me in simple terms what a Semimartingale is in the context of finance? I've heard it mentioned in discussions about stochastic processes and financial modeling, but I'm not entirely clear on its definition and significance. Could you elaborate on its properties and why it's important in the world of finance?

What is a Semimartingale in finance?

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