Peacocks and associated martingales, with explicit constructions
Auteur :
Hirsch, Francis
Éditeur :
Hirsch, FrancisProfeta, Christophe,Roynette, Bernard,Yor, Marc,
ISBN :
9788847025196
Date de publication :
15 juil. 2013
Dimensions :
23,5 x 15,5 x 2,4 cm
Poids :
640 g
Langue :
Anglais
Pays d'origine :
Italie
'Peacocks' and their associated mathematical phenomena, 'martingales', play a key role in the mathematics of finance. This monograph uses a variety of methods from time inversion to Skorokhod embeddings in its exploration of peacocks and martingales.