Peacocks and associated martingales, with explicit constructions

Detalles Bibliográficos
Otros Autores:	Hirsch, F. (Francis), Profeta, Christophe, Roynette, Bernard, Yor, Marc
Formato:	Electronic Resource
Lenguaje:	English
Publicado:	[Milan, Milan, New York Bocconi University Press Springer Verlag Italy], c2011.
Colección:	Bocconi & Springer series 3.
Materias:	Martingales (Mathematics) Finance > Mathematical models. Distribution (Probability theory)
Acceso en línea:	Available for University of the Philippines Diliman via SpringerLink. Click here to access