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The exploration of peacocks and martingales highlights their significance in financial mathematics. This monograph employs diverse techniques, including time inversion and Skorokhod embeddings, to delve into these concepts, offering a unique perspective on their mathematical phenomena and applications in finance.
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Peacocks and Associated Martingales, with Explicit Constructions, Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor
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- Released
- 2013
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- (Paperback)
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