Martingales with given maxima and terminal distributions (Q1813671)
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scientific article; zbMATH DE number 4812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales with given maxima and terminal distributions |
scientific article; zbMATH DE number 4812 |
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Martingales with given maxima and terminal distributions (English)
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25 June 1992
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stochastic order
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explicit martingale constructions
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sharp martingale and `prophet' inequalities
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0.92719835
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0.91338754
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0.91282743
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0.9075147
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0.9030228
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