Bookbot

Peacocks and Associated Martingales, with Explicit Constructions

Paramètres

Pages
420pages
Temps de lecture
15heures

En savoir plus sur le livre

The book delves into the mathematical concepts of peacocks and martingales, emphasizing their significance in finance. It employs diverse techniques, including time inversion and Skorokhod embeddings, to analyze these phenomena, providing a comprehensive exploration of their applications and implications within mathematical finance.

Édition

Achat du livre

Peacocks and Associated Martingales, with Explicit Constructions, Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

Langue
Année de publication
2011
product-detail.submit-box.info.binding
(rigide)
Nous vous informerons par e-mail dès que nous l’aurons retrouvé.

Modes de paiement

Personne n'a encore évalué .Évaluer