Pages that link to "Item:Q1326340"

The following pages link to The joint law of the maximum and terminal value of a martingale (Q1326340):

Displaying 24 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
• A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596) (← links)
• A class of remarkable submartingales (Q850029) (← links)
• Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) (← links)
• The Azéma-Yor embedding in non-singular diffusions. (Q1766021) (← links)
• Martingales with given maxima and terminal distributions (Q1813671) (← links)
• The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
• On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions (Q2172943) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← 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)
• Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
• Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
• The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk (Q2798586) (← links)
• A model-free version of the fundamental theorem of asset pricing and the super-replication theorem (Q2799994) (← links)
• Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory (Q2856040) (← links)
• Sur La Loi Du Maximum Et Du Temps Local D'Une Martingale Continue Uniformement Integrable (Q4308605) (← links)
• (Q4839512) (← links)
• The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
• Investing and Stopping (Q5176508) (← links)
• The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator (Q5242512) (← links)
• The maximum maximum of a martingale constrained by an intermediate law (Q5936994) (← links)
• PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)