Martingales and Financial Mathematics in Discrete Time. Benoîte de Saporta

the logarithm of the wealth for the optimal strategy (...Figure 8.8. Trajectories of the expectation of the logarithm of the wealth for t...Figure 8.9. Trajectories of the wealth for the investment-withdrawal strategy in...Figure 8.10. Trajectories of the wealth for the investment-withdrawal strategy i...Figure 8.11. Trajectories of the logarithm of the cumulative withdrawal for the ...Figure 8.12. Trajectories of the expectation of the cumulative sum of the logari...Figure 8.13. Trajectories of the risky asset (blue) and the value of the Europea...Figure 8.14. Trajectories of the payoff for the American option with maturity da...Figure 8.15. Trajectories for the payoff (red) and for the value (blue) of an Am...

      List of Tables

      1 Chapter 8Table 8.1. Distribution of the random variable STable 8.2. Distribution of the random variable X₇Table 8.3. The distribution of the random variable X₆Table 8.4. Values for the probability p of satisfying all moviegoers based on th...Table 8.5. Trajectories of the payoff (Z) and of the value (U) of the American o...Table 8.6. Trajectories of the payoff (Z) and of the value (U) of the American o...

      Guide

      1  Cover

      2  Table of Contents

      3  Title Page

      4  Copyright

      5  Preface

      6  Introduction

      7  Begin Reading

      8  References

      9  Index

      10  End User License Agreement

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