scientific article; zbMATH DE number 3748149

MaRDI QIDQ3933720zbMATH OpenFDO

Authors Isaac Meilijson

Publication date 1982

Full work available at URL http://www.numdam.org/item?id=SPS_1982__16__392_0, https://eudml.org/doc/113393

zbMATH Keywords

stopping timesembedded in a piece of Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44)

Cited in

(1)

• Model-independent pricing with insider information: a Skorokhod embedding approach

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