'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.