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3: Martingales
https://doi.org/10.1142/9789811207914_0003Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Martingale Definitions
Stopping Times and Optional Stopping
Wald's Theorem
Application — Sequence Waiting Times (Revisited)
Martingale Convergence Theorem
Application — Branching Processes
Application — Stock Options (Discrete)
