A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems

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A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems

January 18, 2018

A remarkable sigma-finite measure associated with last passage times and penalisation results
Contemporary Quantitative Finance, Essays in Honour of Eckhard Platen, pp. 77-98, Springer (2010

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