The joint law of the maximum and terminal value of a martingale
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Publication:1326340
DOI10.1007/BF01196729zbMath0794.60042MaRDI QIDQ1326340
Publication date: 18 May 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
60J65: Brownian motion
60G44: Martingales with continuous parameter
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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