Hirsch, Francis
Peacocks and Associated Martingales, with Explicit Constructions
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
Avainsanat: Mathematics, Probability Theory and Stochastic Processes, Quantitative Finance
- Tekijä(t)
- Hirsch, Francis
- Profeta, Christophe
- Roynette, Bernard
- Yor, Marc
- Julkaisija
- Springer
- Julkaisuvuosi
- 2011
- Kieli
- en
- Painos
- 1
- Sarja
- B&SS — Bocconi & Springer Series
- Sivumäärä
- 416 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9788847019089
