• RecordNumber
    1990
  • Title

    Peacocks and associated martingales, with explicit constructions

  • Author Statement
    Francis Hirsch ... [et al.].
  • Publication
    Bocconi University Press Springer Verlag
  • Publication Year
    c2011
  • Collation
    xxxi, 384 p. ill. 25 cm
  • Series
    B&SS -- Bocconi & Springer series2039-1471; 3
  • Notes
    Includes bibliographical references (p. [373]-381) and index.
  • Subject

    Martingales (Mathematics) , Finance - Mathematical models , Distribution (Probability theory)

  • ADDED ENTRIES
    Hirsch, F , , Profeta, Christophe , Roynette, Bernard , Yor, Marc
  • LC Class
    QA
  • LC Number
    274.5
  • LC CutterNumber
    .P433
  • LC Date
    2011