From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon
Résumé
These notes are the first half of the contents of the course given by the second author at the Bachelier Seminar (February 8-15-22 2008) at IHP. They also correspond to topics studied by the first author for her Ph.D.thesis.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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