On Martingales with Given Marginals and the Scaling Property
Work
Year: 2010
Type: book-chapter
Source: Lecture notes in mathematics
Authors David Baker, Marc Yor
Institutions Centre National de la Recherche Scientifique, Laboratoire de Probabilités et Modèles Aléatoires, Institut Universitaire de France
Cites: 4
Cited by: 3
Related to: 10
FWCI: 1.144
Citation percentile (by year/subfield): 82.92
Subfield: Finance
Domain: Social Sciences
Open Access status: closed