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- W4384305707 abstract "This chapter introduces martingales, which can be thought of as being the successive fortunes of a gambler who is playing a fair game, in the sense that their expected gain on every bet is always zero. Stopping times are introduced and the martingale stopping theorem is presented. Applications of this theorem to a variety of models are given." @default.
- W4384305707 created "2023-07-15" @default.
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- W4384305707 date "2024-01-01" @default.
- W4384305707 modified "2023-10-16" @default.
- W4384305707 title "Martingales" @default.
- W4384305707 doi "https://doi.org/10.1016/b978-0-44-318761-2.00018-x" @default.
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