Peacocks and Associated Martingales, with Explicit Constructions - Bocconi & Springer Series
Latest Publications

TOTAL DOCUMENTS

8
(FIVE YEARS 0)

H-INDEX

0
(FIVE YEARS 0)

Published By Springer Milan

9788847019072, 9788847019089
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Time Inversion Method

2011 ◽  
pp. 163-179
Author(s):  
Francis Hirsch ◽  
Christophe Profeta ◽  
Bernard Roynette ◽  
Marc Yor
Keyword(s):  
Inversion Method ◽  
Time Inversion

The Sheet Method

2011 ◽  
pp. 87-136
Author(s):  
Francis Hirsch ◽  
Christophe Profeta ◽  
Bernard Roynette ◽  
Marc Yor

The Skorokhod Embedding (SE) Method

2011 ◽  
pp. 265-336
Author(s):  
Francis Hirsch ◽  
Christophe Profeta ◽  
Bernard Roynette ◽  
Marc Yor
Keyword(s):  
Skorokhod Embedding

The Time Reversal Method

2011 ◽  
pp. 137-162
Author(s):  
Francis Hirsch ◽  
Christophe Profeta ◽  
Bernard Roynette ◽  
Marc Yor
Keyword(s):  
Time Reversal

Some Examples of Peacocks

2011 ◽  
pp. 1-86
Author(s):  
Francis Hirsch ◽  
Christophe Profeta ◽  
Bernard Roynette ◽  
Marc Yor

Comparison of Multidimensional Marginals

2011 ◽  
pp. 337-357
Author(s):  
Francis Hirsch ◽  
Christophe Profeta ◽  
Bernard Roynette ◽  
Marc Yor

The Sato Process Method

2011 ◽  
pp. 181-221
Author(s):  
Francis Hirsch ◽  
Christophe Profeta ◽  
Bernard Roynette ◽  
Marc Yor
Keyword(s):  
Process Method
Load More ...
Sign in / Sign up

Export Citation Format

Share Document