Processes of Class (Σ), Last Passage Times and Drawdowns Patrick Cheridito ORFE, Princeton University - Doob decomposition theorem - Document - PDFSEARCH.IO

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	Processes of Class (Σ), Last Passage Times and Drawdowns Patrick Cheridito ORFE, Princeton University Add to Reading List Document Date: 2010-06-26 13:13:12 Open Document File Size: 63,74 KB Share Result on Facebook NaturalFeature Mt Mt / Rt Mt / / Organization Princeton University / / Person Ashkan Nikeghbali / Patrick Cheridito / Eckhard Platen / / Position Rt / / Product Altec XT1 Speakers / / SocialTag Martingale Local martingale Doob–Meyer decomposition theorem Statistics Martingale theory Probability theory

Processes of Class (Σ), Last Passage Times and Drawdowns Patrick Cheridito ORFE, Princeton UniversityAdd to Reading List