×

Found 3 Documents (Results 1–3)

Peacocks and associated martingales, with explicit constructions. (English) Zbl 1227.60001

Bocconi & Springer Series 3. New York, NY: Springer (ISBN 978-88-470-1907-2/hbk; 978-88-470-1908-9/ebook). xxxi, 384 p. (2011).
PDFBibTeX XMLCite
Full Text: DOI

Constructing self-similar martingales via two Skorokhod embeddings. (English) Zbl 1234.60047

Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XLIII, Poitiers, France, Juin 2009. Berlin: Springer (ISBN 978-3-642-15216-0/pbk; 978-3-642-15217-7/ebook). Lecture Notes in Mathematics 2006, 451-503 (2011).
PDFBibTeX XMLCite
Full Text: DOI

Option prices as probabilities. A new look at generalized Black-Scholes formulae. (English) Zbl 1188.91004

Springer Finance. Berlin: Springer (ISBN 978-3-642-10394-0/pbk; 978-3-642-10395-7/ebook). xxi, 270 p. (2010).
PDFBibTeX XMLCite
Full Text: DOI

Filter Results by …

Document Type

Year of Publication

Main Field