De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage
Hjælp
Login
  1. Forside
  2. Bøger
  3. Business og læring
  4. Peacocks and Associated Martingales, with Explicit Constructions

Peacocks and Associated Martingales, with Explicit Constructions

af Francis Hirsch, Marc Yor, Christophe Profeta, Bernard Roynette

indgår i Bocconi & Springer Series serien

Peacocks and Associated Martingales, with Explicit Constructions af Francis Hirsch
Bag om Peacocks and Associated Martingales, with Explicit Constructions

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9788847019072
  • Indbinding:
  • Hardback
  • Sideantal:
  • 388
  • Udgivet:
  • 24. maj 2011
  • Størrelse:
  • 235x155x25 mm.
  • Vægt:
  • 793 g.
  • 8-11 hverdage.
  • 21. november 2024

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Bag om Francis Hirsch

Vis alle bøger af Francis Hirsch

Beskrivelse af Peacocks and Associated Martingales, with Explicit Constructions

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.

Brugerbedømmelser af Peacocks and Associated Martingales, with Explicit Constructions



Andre købte også..
Find lignende bøger
Bogen Peacocks and Associated Martingales, with Explicit Constructions findes i følgende kategorier: