A remarkable [sigma]-finite measure associated with last passage times and penalisation problems
Year of publication: |
2010
|
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Authors: | Najnudel, Joseph ; Nikeghbali, Ashkan |
Published in: |
Contemporary quantitative finance : essays in honour of Eckhard Platen. - Berlin : Springer, ISBN 978-3-642-03478-7. - 2010, p. 77-97
|
Subject: | Martingal | Martingale | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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