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Showing 1 to 2 of 2 for “"Martingale Methods"”.
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Asian Options: Inverse Laplace Transforms and Martingale Methods Revisited
… moreover, has led to the development of various methods and models used to price these instruments. The purpose of this thesis is two-fold. First, we present an overview of the literature. Secondly, we develop a pseudo-analytical method proposed by Geman and Yor and present an accurate and …
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Some topics in analytic and probabilistic number theory
… factors of a typical integer. Our proofs use martingale methods, as well as a conditioning argument special to this problem. Next, we will prove an almost sure omega result for the sum of a random multiplicative function, substantially improving the existing result of Halasz. We will do this …