Open AccessFrom the decompositions of a stopping time to risk premium decompositions
Author(s) -
Délia Coculescu
Publication year - 2010
Publication title -
zurich open repository and archive (university of zurich)
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 , computer security , biology , ecology , artificial intelligence , geometry
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