Work

Making Markov martingales meet marginals: with explicit constructions

Year: 2002

Type: article

Source: Bernoulli

Authors: Dilip B. Madan, Marc Yor

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1526300239

FWCI: 4.927

Cites: 23

Cited by: 112

Related to: 10