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Peacocks and Associated Martingales, with Explicit Constructions
Language
English
English
Book
Paperback
Peacocks and their associated mathematical phenomena, martingales , play a key role in the mathemati...
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Libristo code: 01967111
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Peacocks and their associated mathematical phenomena, martingales , play a key role in the mathematics of finance. This monograph uses a variety of methods from time inversion to Skorokhod embeddings in its exploration of peacocks and martingales.
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About the book
Full name
Peacocks and Associated Martingales, with Explicit Constructions
Language
English
English
Binding
Book - Paperback
Date of issue
2013
Number of pages
388
EAN
9788847025196
ISBN
8847025192
Libristo code
01967111
Publishers
Springer, Berlin
Weight
640
Dimensions
155 x 236 x 23
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