A reading guide for last passage times with financial applications in view

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dc.contributor.author Nikeghbali, A
dc.contributor.author Platen, E
dc.date.accessioned 2014-04-03T02:09:46Z
dc.date.issued 2013-07-01
dc.identifier.citation FINANCE AND STOCHASTICS, 2013, 17 (3), pp. 615 - 640 (26)
dc.identifier.issn 0949-2984
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/23515
dc.language English
dc.relation.isbasedon 10.1007/s00780-013-0207-6
dc.subject Social Sciences, Science & Technology, Physical Sciences, Business, Finance, Mathematics, Interdisciplinary Applications, Social Sciences, Mathematical Methods, Statistics & Probability, Business & Economics, Mathematics, Mathematical Methods In Social Sciences, BUSINESS, FINANCE, MATHEMATICS, INTERDISCIPLINARY APPLICATIONS, SOCIAL SCIENCES, MATHEMATICAL METHODS, STATISTICS & PROBABILITY, Last passage times, Class Sigma, Running maximum, SUBMARTINGALES, DECOMPOSITIONS, ENLARGEMENTS, FILTRATIONS, MODELS, SIGMA, Last passage times, Class Sigma, Running maximum, Last passage times Class S Running maximum 60G17 62P05 C02 C10 G10, Finance
dc.subject Social Sciences; Science & Technology; Physical Sciences; Business, Finance; Mathematics, Interdisciplinary Applications; Social Sciences, Mathematical Methods; Statistics & Probability; Business & Economics; Mathematics; Mathematical Methods In Social Sciences; BUSINESS, FINANCE; MATHEMATICS, INTERDISCIPLINARY APPLICATIONS; SOCIAL SCIENCES, MATHEMATICAL METHODS; STATISTICS & PROBABILITY; Last passage times; Class Sigma; Running maximum; SUBMARTINGALES; DECOMPOSITIONS; ENLARGEMENTS; FILTRATIONS; MODELS; SIGMA; Last passage times; Class Sigma; Running maximum; Last passage times Class S Running maximum 60G17 62P05 C02 C10 G10; Finance
dc.title A reading guide for last passage times with financial applications in view
dc.type Journal Article
dc.description.version Published
dc.journal.volume 3
dc.journal.volume 17
dc.journal.number 3 en_US
dc.publocation Germany en_US
dc.identifier.startpage 615 en_US
dc.identifier.endpage 640 en_US
dc.cauo.name SCI.Mathematical Sciences en_US
dc.conference Verified OK en_US
dc.for 0104 Statistics
dc.for 0102 Applied Mathematics
dc.personcode 0000050470 en_US
dc.personcode 970685 en_US
dc.percentage 50 en_US
dc.classification.name Applied Mathematics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords Last passage times Class S Running maximum 60G17 62P05 C02 C10 G10 en_US
dc.description.keywords NA
dc.description.keywords Social Sciences
dc.description.keywords Science & Technology
dc.description.keywords Physical Sciences
dc.description.keywords Business, Finance
dc.description.keywords Mathematics, Interdisciplinary Applications
dc.description.keywords Social Sciences, Mathematical Methods
dc.description.keywords Statistics & Probability
dc.description.keywords Business & Economics
dc.description.keywords Mathematics
dc.description.keywords Mathematical Methods In Social Sciences
dc.description.keywords BUSINESS, FINANCE
dc.description.keywords STATISTICS & PROBABILITY
dc.description.keywords Last passage times
dc.description.keywords Class Sigma
dc.description.keywords Running maximum
dc.description.keywords SUBMARTINGALES
dc.description.keywords DECOMPOSITIONS
dc.description.keywords ENLARGEMENTS
dc.description.keywords FILTRATIONS
dc.description.keywords MODELS
dc.description.keywords SIGMA
dc.staffid 970685 en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Science
pubs.organisational-group /University of Technology Sydney/Faculty of Science/School of Mathematical Sciences
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance

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