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Stochastic processes / Probability theory / Mathematical analysis / Martingale theory / Probability / Martingale / Sigma-algebra / Stopping time / Local martingale / Semimartingale / Quadratic variation / It calculus


Processes of Class Sigma, Last Passage Times and Drawdowns Patrick Cheridito∗ Princeton University Princeton, NJ, USA Ashkan Nikeghbali
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Document Date: 2012-04-27 16:45:47


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