Peacocks and Associated Martingales, with Explicit Constructions |
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Author:
| Hirsch, Francis Profeta, Christophe Roynette, Bernard Yor, Marc |
Series title: | Bocconi and Springer Ser. |
ISBN: | 978-88-470-2519-6 |
Publication Date: | Jul 2013 |
Publisher: | Springer Milan
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Imprint: | Springer |
Book Format: | Paperback |
List Price: | USD $109.99 |
Book Description:
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'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.
'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.