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Peacocks and Associated Martingales, with Explicit Constructions - Bocconi & Springer Series Francis Hirsch 2011 edition
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Peacocks and Associated Martingales, with Explicit Constructions - Bocconi & Springer Series
Francis Hirsch
We call peacock an integrable process which is increasing in the convex order; In this monograph, we exhibit numerous examples of peacocks and associated martingales with the help of different methods: construction of sheets, time reversal, time inversion, self-decomposability, SDE, Skorokhod embeddings.
450 pages, 2 black & white tables
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 24 de maio de 2011 |
| ISBN13 | 9788847019072 |
| Editoras | Springer Verlag |
| Páginas | 388 |
| Dimensões | 155 × 235 × 25 mm · 929 g |
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