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

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Standard

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

I: Annals of Probability, Bind 30, Nr. 2, 2002, s. 978-999.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Hobson, DG & Pedersen, JL 2002, 'The minimum maximum of a continuous martingale with given initial and terminal laws', Annals of Probability, bind 30, nr. 2, s. 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. I: Annals of Probability. 2002 ; Bind 30, Nr. 2. s. 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