A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems
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Publication:3000877
DOI10.1007/978-3-642-03479-4_5zbMath1217.91224arXiv0912.1693MaRDI QIDQ3000877
Ashkan Nikeghbali, Joseph Najnudel
Publication date: 31 May 2011
Published in: Contemporary Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.1693
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