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Contribution Details

Type Book Chapter
Scope Discipline-based scholarship
Title A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems
Organization Unit
Authors
  • Joseph Najnudel
  • Ashkan Nikeghbali
Editors
  • Carl Chiarella
  • Alexander Novikov
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Booktitle Contemporary Quantitative Finance
Place of Publication Berlin
Publisher Springer
Page Range 77 - 97
Date 2010
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