Peacocks and associated martingales, with explicit constructions

Dettagli Bibliografici
Altri autori:	Hirsch, F. (Francis), Profeta, Christophe, Roynette, Bernard, Yor, Marc
Natura:	Electronic Resource
Lingua:	English
Pubblicazione:	[Milan, Milan, New York Bocconi University Press Springer Verlag Italy], c2011.
Serie:	Bocconi & Springer series 3.
Soggetti:	Martingales (Mathematics) Finance > Mathematical models. Distribution (Probability theory)
Accesso online:	Available for University of the Philippines Diliman via SpringerLink. Click here to access