Forests, cumulants, martingales (Q6334137)

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scientific article; zbMATH DE number 7527829
Language Label Description Also known as
English
Forests, cumulants, martingales
scientific article; zbMATH DE number 7527829

    Statements

    publication date
    4 February 2020
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    arXiv classification
    math.PR
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    author
    Peter K. Friz
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    Jim Gatheral
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    Radoš Radoičić
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    Identifiers

    arXiv ID
    2002.01448
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    Mathematics Subject Classification ID
    60G44
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    60H99
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    60L70
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    zbMATH DE Number
    7527829
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    DOI
    10.1214/21-AOP1560
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