Review of major results of martingale theory applied to the valuation of contingent claims
Cícero Augusto Vieira Neto; Pedro L. Valls Pereira
Year of publication: |
2001
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Authors: | Neto, Cícero Augusto Vieira ; Pereira, Pedro L. Valls |
Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro, ISSN 1980-2447, ZDB-ID 21251873. - Vol. 21.2001, 2, p. 355-383
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