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

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Publication:1872282

DOI10.1214/aop/1023481014zbMath1016.60047OpenAlexW2130918614MaRDI QIDQ1872282

David G. Hobson, Jesper Lund Pedersen

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1023481014



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