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Peacocks and Associated Martingales, with Explicit ConstructionsPeacocks and Associated Martingales, with Explicit Constructions

Peacocks and Associated Martingales, with Explicit Constructions

Bernard Roynette, Christophe Profeta, Francis Hirsch

Details

OL Work ID
OL20805527W

Subjects

Finance, mathematical modelsMartingales (mathematics)

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