On the compensator in the Doob-Meyer decomposition of the Snell envelope (2017)

First Author: Jacka S
Attributed to:  The Alan Turing Institute funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1703.08413

Publication URI: https://arxiv.org/abs/1703.08413

Type: Preprint