Piecewise constant martingales and lazy clocks

Christophe Profeta and Frédéric Vrins

No 2990, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2019-01-01
Note: In : Probability, Uncertainty and Quantitative Risk, 4:2, 2019
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Working Paper: Piecewise constant martingales and lazy clocks (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvrp:2990

DOI: 10.1186/s41546-019-0036-4

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