Buch, Englisch, 388 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 633 g
Reihe: Bocconi & Springer Series
Buch, Englisch, 388 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 633 g
Reihe: Bocconi & Springer Series
ISBN: 978-88-470-2519-6
Verlag: Springer Milan
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. They are developed in eight chapters, with about a hundred of exercises.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Some Examples of Peacocks.- The Sheet Method.- The Time Reversal Method.- The Time Inversion Method.- The Sato Process Method.- The Stochastic Differential Equation Method.- The Skorokhod Embedding (SE) Method. Comparison of Multidimensional Marginals.