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20052009
most citedOn the density of properly maximal claims in financial markets with transaction costs

5 citations · 13 across the 8 of their papers we have counts for

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math.PR2009

Markov chains conditioned never to wait too long at the origin

Saul Jacka

Motivated by Feller's coin-tossing problem, we consider the problem of conditioning an irreducible Markov chain never to wait too long at 0. Denoting by the first time that the…