Pages that link to "Item:Q980734"
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The following pages link to The Skorokhod embedding problem and its offspring (Q980734):
Displaying 50 items.
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks (Q2013566) (← links)
- Embedding of Walsh Brownian motion (Q2021385) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- An explicit solution to the Skorokhod embedding problem for double exponential increments (Q2197632) (← links)
- The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← links)
- MRL order, log-concavity and an application to peacocks (Q2258825) (← links)
- Two explicit Skorokhod embeddings for simple symmetric random walk (Q2274306) (← links)
- A conformal Skorokhod embedding (Q2279083) (← links)
- Martingale optimal transport in the discrete case via simple linear programming techniques (Q2283306) (← links)
- Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
- Mean residual life processes and associated submartingales (Q2297315) (← links)
- Multiperiod martingale transport (Q2301489) (← links)
- A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
- On Skorokhod embeddings and Poisson equations (Q2330463) (← links)
- Gambling in contests modelled with diffusions (Q2343115) (← links)
- Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
- An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
- Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
- Dual attainment for the martingale transport problem (Q2419652) (← links)
- PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
- Hedging variance options on continuous semimartingales (Q2430256) (← links)
- Unbiased shifts of Brownian motion (Q2447330) (← links)
- An optimal Skorokhod embedding for diffusions (Q2485750) (← links)
- A complete characterization of local martingales which are functions of Brownian motion and its maximum (Q2642799) (← links)
- KMT coupling for random walk bridges (Q2663400) (← links)
- Patterns in Random Walks and Brownian Motion (Q2798575) (← links)
- A model-free version of the fundamental theorem of asset pricing and the super-replication theorem (Q2799994) (← links)
- Processes that can be embedded in a geometric Brownian motion (Q2811893) (← links)
- Optimal Skorokhod embedding under finitely many marginal constraints (Q2818217) (← links)
- Arbitrage bounds for prices of weighted variance swaps (Q2927953) (← links)
- SYSTEMS THEORY APPROACH TO THE HEALTH CARE ORGANIZATION ON NATIONAL LEVEL (Q3012765) (← links)
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- SKOROKHOD EMBEDDINGS IN BOUNDED TIME (Q3173984) (← links)
- Continuous Time Contests with Private Information (Q3186545) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- HEAVY TRAFFIC LIMITS VIA BROWNIAN EMBEDDINGS (Q3422736) (← links)
- Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
- A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT (Q3520440) (← links)
- No-arbitrage bounds for the forward smile given marginals (Q4555138) (← links)
- Strong approximation of stochastic processes at random times and application to their exact simulation (Q4584675) (← links)
- ROBUST BOUNDS FOR FORWARD START OPTIONS (Q4906538) (← links)
- Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713) (← links)