Pages that link to "Item:Q2494406"
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The following pages link to Skorokhod embeddings, minimality and non-centred target distributions (Q2494406):
Displaying 29 items.
- Skorokhod embeddings for two-sided Markov chains (Q292133) (← links)
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
- From minimal embeddings to minimal diffusions (Q457779) (← links)
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Embedding laws in diffusions by functions of time (Q888534) (← links)
- Integrability of solutions of the Skorokhod embedding problem for diffusions (Q894139) (← links)
- On an explicit Skorokhod embedding for spectrally negative Lévy processes (Q1028617) (← links)
- Integrated quantile functions: properties and applications (Q1697200) (← links)
- The Azéma-Yor embedding in non-singular diffusions. (Q1766021) (← links)
- Embedding of Walsh Brownian motion (Q2021385) (← links)
- Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
- Mean residual life processes and associated submartingales (Q2297315) (← 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)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
- Weak decreasing stochastic order (Q2405918) (← links)
- Unbiased shifts of Brownian motion (Q2447330) (← links)
- An optimal Skorokhod embedding for diffusions (Q2485750) (← links)
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635) (← links)
- Processes that can be embedded in a geometric Brownian motion (Q2811893) (← links)
- Optimal Skorokhod embedding under finitely many marginal constraints (Q2818217) (← links)
- On the monotonicity principle of optimal Skorokhod embedding problem (Q2821807) (← links)
- A simple proof of a rate of embedding for the partial sum process (Q3350426) (← links)
- Skorokhod Embedding by Randomized Hitting Times (Q3972793) (← links)
- The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
- Minimal embeddings of integrable processes in a Brownian motion (Q5220262) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
