@inbook{publication-19406, address={Berlin}, author={Najnudel, Joseph and Nikeghbali, Ashkan}, booktitle={Contemporary Quantitative Finance}, editor={Chiarella, Carl and Novikov, Alexander}, pages={77-97}, publisher={Springer}, title={A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems}, year=2010, }