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Peacocks and Associated Martingales, with Explicit Constructions [electronic resource] / by Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor.

By: Hirsch, Francis.
Contributor(s): Profeta, Christophe | Roynette, Bernard | Yor, Marc | SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: B&SS — Bocconi & Springer Series.Publisher: Milano : Springer Milan, 2011Description: digital.ISBN: 9788847019089.Subject(s): Mathematics | Finance | Distribution (Probability theory) | Mathematics | Probability Theory and Stochastic Processes | Quantitative FinanceDDC classification: 519.2 Online resources: Click here to access online In: Springer eBooks
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