Nikeghbali, Ashkan; Platen, Eckhard - In: Finance and Stochastics 17 (2013) 3, pp. 615-640
In this survey on last passage times, we propose a new viewpoint which provides a unified approach to many different results which appear in the mathematical finance literature and in the theory of stochastic processes. In particular, we are able to improve the assumptions under which some...
