The following pages link to (Q4596270):
Displaying 29 items.
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- A new approach to strong embeddings (Q664343) (← links)
- Model-independent hedging strategies for variance swaps (Q693029) (← links)
- Conformal Skorokhod embeddings and related extremal problems (Q782835) (← links)
- Existence and large time behavior for a stochastic model of modified magnetohydrodynamic equations (Q894886) (← links)
- On an explicit Skorokhod embedding for spectrally negative Lévy processes (Q1028617) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- Discretisation and duality of optimal Skorokhod embedding problems (Q2000151) (← links)
- Embedding of Walsh Brownian motion (Q2021385) (← links)
- A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- Global existence of martingale solutions and large time behavior for a 3D stochastic nonlocal Cahn-Hilliard-Navier-Stokes systems with shear dependent viscosity (Q2199725) (← links)
- Optimal transport and Skorokhod embedding (Q2356918) (← links)
- An optimal Skorokhod embedding for diffusions (Q2485750) (← links)
- Skorokhod embeddings, minimality and non-centred target distributions (Q2494406) (← links)
- Analytical properties for a stochastic rotating shallow water model under location uncertainty (Q2686305) (← links)
- (Q3285814) (← links)
- Optimal stopping of stochastic transport minimizing submartingale costs (Q3382260) (← links)
- Flows generated by stochastic equations with reflection (Q3440837) (← links)
- (Q3689953) (← links)
- (Q3999823) (← links)
- (Q4522393) (← links)
- (Q4843088) (← links)
- (Q4947463) (← links)
- (Q4968670) (← links)
- On the continuity of the root barrier (Q5081540) (← links)
- Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions (Q5496621) (← links)
- Bankruptcy and expected utility maximization (Q5894584) (← links)
- Invariance principle for the capacity and the cardinality of the range of stable random walks (Q6171644) (← links)
