A trajectorial interpretation of Doob's martingale inequalities
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Publication:363856
DOI10.1214/12-AAP878zbMath1274.60136arXiv1202.0447MaRDI QIDQ363856
Mathias Beiglböck, Friedrich Penkner, Beatrice Acciaio, Walter Schachermayer, Johannes P. Temme
Publication date: 5 September 2013
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.0447
60G42: Martingales with discrete parameter
60G44: Martingales with continuous parameter
91G20: Derivative securities (option pricing, hedging, etc.)
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