Peacocks and associated martingales, with explicit constructions

Dades bibliogràfiques
Altres autors:	Hirsch, F. (Francis), Profeta, Christophe, Roynette, Bernard, Yor, Marc
Format:	Electronic Resource
Idioma:	English
Publicat:	[Milan, Milan, New York Bocconi University Press Springer Verlag Italy], c2011.
Col·lecció:	Bocconi & Springer series 3.
Matèries:	Martingales (Mathematics) Finance > Mathematical models. Distribution (Probability theory)
Accés en línia:	Available for University of the Philippines Diliman via SpringerLink. Click here to access