Research Catalog
Peacocks and associated martingales, with explicit constructions
- Title
- Peacocks and associated martingales, with explicit constructions / Francis Hirsch [and others].
- Publication
- [Milan, Italy] : Bocconi University Press ; Milan ; New York : Springer Verlag, ©2011.
Items in the Library & Off-site
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Use in library | QA274.5 .P433 2011 | Off-site |
Details
- Additional Authors
- Hirsch, F. (Francis)
- Description
- xxxi, 384 pages : illustrations; 25 cm.
- Series Statement
- B & SS -- Bocconi & Springer series, 2039-1471 ; 3
- Uniform Title
- Bocconi & Springer series ; 3.
- Subject
- Bibliography (note)
- Includes bibliographical references (p. [373]-381) and index.
- Contents
- Some examples of peacocks -- Peacocks in a Gaussian setting -- Peacocks in a Markovian set-up -- The sheet methods -- The time reversal methods -- The time inversion methods -- The sato process methods -- The stochastic differential equation methods -- The skorokhod embedding (SE) method -- Comparison of multidimensional marginals.
- ISBN
- 9788847019072
- 8847019079
- 9788847019089
- 8847019087
- LCCN
- 2011920258
- OCLC
- ocn733246763
- 733246763
- SCSB-9181360
- Owning Institutions
- Princeton University Library