Bookbot

Peacocks and Associated Martingales, with Explicit Constructions

Parametri

Pagine
420pagine
Tempo di lettura
15ore

Maggiori informazioni sul libro

The book delves into the mathematical concepts of peacocks and martingales, emphasizing their significance in finance. It employs diverse techniques, including time inversion and Skorokhod embeddings, to analyze these phenomena, providing a comprehensive exploration of their applications and implications within mathematical finance.

Pubblicazione

Acquisto del libro

Peacocks and Associated Martingales, with Explicit Constructions, Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

Lingua
Pubblicato
2011
product-detail.submit-box.info.binding
(Copertina rigida)
Ti avviseremo via email non appena lo rintracceremo.

Metodi di pagamento