On certain distributions associated with the range of Martingales
Alexander Cherny and Bruno Dupire
| Year of publication: |
2009
|
|---|---|
| Authors: | Cherny, Alexander ; Dupire, Bruno |
| Published in: |
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift. - Berlin [u.a.] : Springer, ISBN 978-3-642-02607-2. - 2009, p. 29-38
|
| Subject: | Martingal | Martingale | Optionspreistheorie | Option pricing theory | Hedging | 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://www.econbiz.de/10003948468