Piecewise constant martingales and lazy clocks.
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| Title: | Piecewise constant martingales and lazy clocks. |
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| Authors: | Profeta, Christophe1 christophe.profeta@univ-evry.fr, Vrins, Frédéric2 frederic.vrins@uclouvain.be |
| Source: | Probability, Uncertainty & Quantitative Risk. 2/11/2019, Vol. 4 Issue 1, pN.PAG-N.PAG. 1p. |
| Database: | Mathematics Source |
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| ISSN: | 20959672 |
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| DOI: | 10.1186/s41546-019-0036-4 |