delo diplomskega seminarja
Jana Praper (Author), Janez Bernik (Mentor)

Abstract

Snellova ovojnica za slučajne procese v diskretnem času

Keywords

matematika;verjetnost;filtracije;martingali;časi ustavljanja;Snellova ovojnica;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [J. Praper]
UDC: 519.2
COBISS: 16615001 Link will open in a new window
Views: 795
Downloads: 169
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Other data

Secondary language: English
Secondary title: The Snell envelope for discrete-time stochastic processes
Secondary keywords: mathematics;probability;filtrations;martingales;stopping times;Snell envelope;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 21 str.
ID: 10911130