Work

The joint law of the maximum and terminal value of a martingale

Year: 1993

Type: article

Source: Probability Theory and Related Fields

DOI: 10.1007/bf01196729

Author: L. C. G. Rogers

Institution: Queen Mary University of London

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W1969284136

FWCI:

Cites: 12

Cited by: 46

Related to: 10