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- W20399870 abstract "Martingales are one of the central tools in the modern theory of finance. In this chapter we introduce the basics of martingale theory. However, this theory is vast, and we only emphasize those aspects that are directly relevant to pricing financial derivatives." @default.
- W20399870 created "2016-06-24" @default.
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- W20399870 date "2014-01-01" @default.
- W20399870 modified "2023-09-24" @default.
- W20399870 title "Martingales and Martingale Representations" @default.
- W20399870 doi "https://doi.org/10.1016/b978-0-12-384682-2.00006-2" @default.
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