Open AccessFrom the decompositions of a stopping time to risk premium decompositions
Author(s) -
Délia Coculescu
Publication year - 2009
Publication title -
cornell university
Language(s) - English
DOI - 10.5167/uzh-137260
Subject(s) - anticipation (artificial intelligence) , arbitrage , order (exchange) , economics , stopping time , asset (computer security) , econometrics , decomposition , mathematical economics , optimal stopping , point (geometry) , mathematics , computer science , financial economics , finance , statistics , ecology , geometry , computer security , artificial intelligence , biology