Pages that link to "Item:Q2406561"
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The following pages link to An iterated Azéma-Yor type embedding for finitely many marginals (Q2406561):
Displaying 20 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)
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- Canonical supermartingale couplings (Q1621445) (← 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)
- Some examples of Skorokhod embeddings obtained from the Azéma-Yor algorithm (Q1933590) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← 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)
- Optimal Skorokhod embedding under finitely many marginal constraints (Q2818217) (← links)
- On the monotonicity principle of optimal Skorokhod embedding problem (Q2821807) (← links)
- The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices (Q3061148) (← links)
- Martingale Inequalities, Optimal Martingale Transport, and Robust Superhedging (Q3465124) (← 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)
- Perturbation analysis of sub/super hedging problems (Q6054380) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)