LIBROS DEL AUTOR: francis hirsch

2 resultados para LIBROS DEL AUTOR: francis hirsch

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  • Peacocks and Associated Martingales, with Explicit Constructions
    Bernard Roynette / Christophe Profeta / Francis Hirsch
    We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale. Such a martingale is then said to be associated to this peacock.In this monograph, we exhibit nume...
    Disponible

    136,70 €

  • Peacocks and Associated Martingales, with Explicit Constructions
    Bernard Roynette / Christophe Profeta / Francis Hirsch
    ...
    Disponible

    135,34 €