The following pages link to (Q3884898):
Displaying 15 items.
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
- The joint law of the maximum and terminal value of a martingale (Q1326340) (← links)
- Strict local martingales: examples (Q1687193) (← 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)
- Two explicit Skorokhod embeddings for simple symmetric random walk (Q2274306) (← links)
- The submartingale property and Liouville type theorems (Q2408127) (← links)
- Weak tail conditions for local martingales (Q2421830) (← links)
- The tail estimation of the quadratic variation of a quasi left continuous local martingale (Q2472331) (← links)
- Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) (← links)
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- (Semi-) martingale inequalities and local times (Q3897783) (← links)
- Implied Volatility in Strict Local Martingale Models (Q4635246) (← links)
- The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (Q6090350) (← links)
