The maximal variation of a bounded martingale
| Authors: | MERTENS, Jean-François ; ZAMIR, Shmuel |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Israël Journal of Mathematics, 27(3-4), 252-276, 1977 Number -309 |
| Other identifiers: | 10.1016/S0246-0203(98)80017-4 [DOI] |
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Persistent link: https://www.econbiz.de/10010703892