Piecewise constant martingales and lazy clocks

Christophe Profeta and Frédéric Vrins

No 2019004, LIDAM Reprints LFIN from Université catholique de Louvain, Louvain Finance (LFIN)

Date: 2019-01-01
Note: In : Probability, Uncertainty and Quantitative Risk, Vol. 4, no. 2 (2019)
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