A remarkable [sigma]-finite measure associated with last passage times and penalisation problems
Joseph Najnudel and Ashkan Nikeghbali
| Year of publication: |
2010
|
|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008749310