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Hirsch, Francis

Peacocks and Associated Martingales, with Explicit Constructions

Hirsch, Francis - Peacocks and Associated Martingales, with Explicit Constructions, ebook

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ISBN: 9788847019089
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Table of contents

1. Some Examples of Peacocks
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

2. The Sheet Method
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

3. The Time Reversal Method
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

4. The Time Inversion Method
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

5. The Sato Process Method
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

6. The Stochastic Differential Equation Method
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

7. The Skorokhod Embedding (SE) Method
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

8. Comparison of Multidimensional Marginals
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

Keywords: Mathematics, Probability Theory and Stochastic Processes, Quantitative Finance

Author(s)
 
 
 
Publisher
Springer
Publication year
2011
Language
en
Edition
1
Series
B&SS — Bocconi & Springer Series
Page amount
416 pages
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9788847019089

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