On Azéma–Yor processes, their optimal properties and the Bachelier–drawdown equation-Reference-Cited by-同舟云学术

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On Azéma–Yor processes, their optimal properties and the Bachelier–drawdown equation

Published:2012-01-01 Issue:1 Volume:40 Page:
ISSN:0091-1798
Container-title:The Annals of Probability
language:
Short-container-title:Ann. Probab.

Author:

Carraro Laurent,El Karoui Nicole,Obłój Jan

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdfview_1/euclid.aop/1325605006

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