The martingales: theoretical and empirical characteristics
Year of publication: |
2001-12
|
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Authors: | Erbetta, Fabrizio ; Agnello, Luca |
Institutions: | Istituto di Ricerca sulla Crescita Economica Sostenibile (IRCrES), Consiglio Nazionale delle Ricerche |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 32 pages Keywords : Martingales, stochastic processes, calculus of probability |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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