Pages that link to "Item:Q2908747"
From MaRDI portal
The following pages link to Some Examples of Peacocks in a Markovian Set-Up (Q2908747):
Displaying 10 items.
- Peacocks and associated martingales, with explicit constructions (Q538823) (← links)
- Martingales associated to peacocks using the curtain coupling (Q1748909) (← links)
- Peacocks nearby: approximating sequences of measures (Q2000153) (← links)
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
- SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions (Q2182620) (← links)
- MRL order, log-concavity and an application to peacocks (Q2258825) (← links)
- Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options (Q2865115) (← links)
- Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks (Q2908748) (← links)
- On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales (Q4642731) (← links)
- An application of multivariate total positivity to peacocks (Q5174368) (← links)