The following pages link to (Q3746623):
Displaying 17 items.
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
- Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) (Q756864) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Some inequalities with local times in zero of a Brownian motion (Q1198557) (← links)
- The joint law of the maximum and terminal value of a martingale (Q1326340) (← 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 minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
- Embedding of Walsh Brownian motion (Q2021385) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
- Skorokhod embeddings, minimality and non-centred target distributions (Q2494406) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
- The Stefan problem and free targets of optimal Brownian martingale transport (Q6590460) (← links)
