Peacocks and associated martingales, with explicit constructions

Bibliographic Details
Other Authors:	Hirsch, F., Profeta, Christophe, Roynette, Bernard, Yor, Marc
Format:	Electronic Resource
Language:	English
Published:	[Milan, Milan, New York Bocconi University Press Springer Verlag Italy], c2011.
Series:	Bocconi & Springer series 3.
Subjects:	Martingales (Mathematics) Finance > Mathematical models. Distribution (Probability theory)
Online Access:	Available for University of the Philippines Diliman via SpringerLink. Click here to access