The minimum maximum of a continuous martingale with given initial and terminal laws

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

The minimum maximum of a continuous martingale with given initial and terminal laws. / Hobson, David G.; Pedersen, Jesper Lund.

In: Annals of Probability, Vol. 30, No. 2, 2002, p. 978-999.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Hobson, DG & Pedersen, JL 2002, 'The minimum maximum of a continuous martingale with given initial and terminal laws', Annals of Probability, vol. 30, no. 2, pp. 978-999. <http://projecteuclid.org/aop>

APA

Hobson, D. G., & Pedersen, J. L. (2002). The minimum maximum of a continuous martingale with given initial and terminal laws. Annals of Probability, 30(2), 978-999. http://projecteuclid.org/aop

Vancouver

Hobson DG, Pedersen JL. The minimum maximum of a continuous martingale with given initial and terminal laws. Annals of Probability. 2002;30(2):978-999.

Author

Hobson, David G. ; Pedersen, Jesper Lund. / The minimum maximum of a continuous martingale with given initial and terminal laws. In: Annals of Probability. 2002 ; Vol. 30, No. 2. pp. 978-999.

Bibtex

@article{a229fde074c211dbbee902004c4f4f50,

title = "The minimum maximum of a continuous martingale with given initial and terminal laws",

author = "Hobson, {David G.} and Pedersen, {Jesper Lund}",

year = "2002",

language = "English",

volume = "30",

pages = "978--999",

journal = "Annals of Probability",

issn = "0091-1798",

publisher = "Institute of Mathematical Statistics",

number = "2",

}

RIS

TY - JOUR

T1 - The minimum maximum of a continuous martingale with given initial and terminal laws

AU - Hobson, David G.

AU - Pedersen, Jesper Lund

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 30

SP - 978

EP - 999

JO - Annals of Probability

JF - Annals of Probability

SN - 0091-1798

IS - 2

ER -

ID: 79281