Pages that link to "Item:Q5936994"

The following pages link to The maximum maximum of a martingale constrained by an intermediate law (Q5936994):

Displaying 17 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
• Robust price bounds for the forward starting straddle (Q486935) (← links)
• Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
• The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
• The Azéma-Yor embedding in non-singular diffusions. (Q1766021) (← links)
• The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
• Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
• A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
• Martingale Inequalities for the Maximum via Pathwise Arguments (Q2798582) (← links)
• The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk (Q2798586) (← links)
• Optimal Skorokhod embedding under finitely many marginal constraints (Q2818217) (← links)
• Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← links)
• Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
• On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)