ON AZÉMA—YOR PROCESSES, THEIR OPTIMAL PROPERTIES AND THE...

ON AZÉMA—YOR PROCESSES, THEIR OPTIMAL PROPERTIES AND THE BACHELIER—DRAWDOWN EQUATION

Laurent Carraro, Nicole El Karoui and Jan Obłój
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Volume:
40
Language:
english
Journal:
The Annals of Probability
DOI:
10.2307/23078779
Date:
January, 2012
File:
PDF, 2.06 MB
english, 2012
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