Pages that link to "Item:Q701681"
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The following pages link to Making Markov martingales meet marginals: With explicit constructions (Q701681):
Displaying 8 items.
- From local volatility to local Lévy models (Q4610266) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- On the Uniqueness of Martingales with Certain Prescribed Marginals (Q5299578) (← links)
- Markov projection of semimartingales -- application to comparison results (Q6115255) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- Superposition and mimicking theorems for conditional McKean-Vlasov equations (Q6172698) (← links)
- Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)
- Convex duality in continuous option pricing models (Q6549620) (← links)