Funding for this research was provided by:
Fédération Wallonie-Bruxelles (Partenariats Hubert Curien)
Chaire Marchés en Mutation
Text and Data Mining valid from 2019-02-11
Received: 1 March 2018
Accepted: 17 January 2019
First Online: 11 February 2019
: C.P. is with the <i>Laboratoire de Mathématiques et Modélisation d’Évry</i>. He is the author of the monograph <i>Peacocks and Associated Martingales, With Explicit Constructions</i> with F. Hirsh, B Roynette, and M. Yor. F.V. served as a quantitative analyst on the trading floor of a major European bank, before moving back to academia. He is Research Director of the <i>Louvain Finance Center</i> (LFIN) and Faculty Member of the <i>Center for Operations Research and Econometrics</i> (CORE).
: The authors declare that they have no competing interests.