Pages that link to "Item:Q980734"
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The following pages link to The Skorokhod embedding problem and its offspring (Q980734):
Displaying 25 items.
- Shadow couplings (Q4992380) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- Reward Design in Risk-Taking Contests (Q5029935) (← links)
- On the continuity of the root barrier (Q5081540) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions (Q5130894) (← links)
- Tightening robust price bounds for exotic derivatives (Q5212058) (← links)
- Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
- SECOND ORDER EXPANSION OF THE <i>T</i>-STATISTIC IN AR(1) MODELS (Q5255868) (← links)
- WEIGHTED INEQUALITIES FOR MARTINGALE TRANSFORMS AND STOCHASTIC INTEGRALS (Q5361212) (← links)
- PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS (Q5389100) (← links)
- Some perpetual integral functionals of the three-dimensional Bessel process (Q6038465) (← links)
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← links)
- Applications of Strassen's theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions (Q6097522) (← links)
- Entropic Optimal Planning for Path-Dependent Mean Field Games (Q6098456) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Shadows and barriers (Q6126791) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- Submission costs in risk-taking contests (Q6148362) (← links)
- Convergence to closed-form distribution for the backward \(SLE_\kappa\) at some random times and the phase transition at \(\kappa = 8\) (Q6152036) (← links)
- Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
- Some martingale properties of the simple random walk and its maximum process (Q6540921) (← links)
- Controlled measure-valued martingales: a viscosity solution approach (Q6590450) (← links)
- The Stefan problem and free targets of optimal Brownian martingale transport (Q6590460) (← links)
- On Strassen's theorem for support functions (Q6628944) (← links)
