Pages that link to "Item:Q2485750"
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The following pages link to An optimal Skorokhod embedding for diffusions (Q2485750):
Displaying 14 items.
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- Statistical Skorohod embedding problem: optimality and asymptotic normality (Q491725) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Integrability of solutions of the Skorokhod embedding problem for diffusions (Q894139) (← links)
- Designing options given the risk: The optimal Skorokhod-embedding problem (Q1593624) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks (Q2013566) (← links)
- Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
- Finite, integrable and bounded time embeddings for diffusions (Q2348736) (← links)
- Skorokhod embeddings, minimality and non-centred target distributions (Q2494406) (← links)
- Processes that can be embedded in a geometric Brownian motion (Q2811893) (← links)
- Optimal stopping of the maximum process: a converse to the results of Peskir (Q3429334) (← links)
- Cautious stochastic choice, optimal stopping and deliberate randomization (Q6107383) (← links)