On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale |
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On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (English)
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27 May 2015
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continuous martingales
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maximum, minimum
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terminal value
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double-exit probabilities
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Skorokhod embedding problem
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martingale inequalities
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