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: | 978-88-470-1907-2 |
| Publication Date: | May 2011 |
| Publisher: | Springer Milan
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| Imprint: | Springer |
| Book Format: | Hardback |
| 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.