Work

On Local Martingale and its Supremum: Harmonic Functions and beyond

Year: 2006

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-540-30788-4_25

Authors: Jan Oblój, Marc Yor

Institutions: University of Warsaw, Laboratoire de Probabilités et Modèles Aléatoires

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1671673283

FWCI: 8.675

Cites: 39

Cited by: 26

Related to: 10