Pages that link to "Item:Q1813671"
From MaRDI portal
The following pages link to Martingales with given maxima and terminal distributions (Q1813671):
Displayed 15 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
- On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
- On distribution-free safe layer-additive pricing (Q1265936) (← links)
- The joint law of the maximum and terminal value of a martingale (Q1326340) (← links)
- Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) (← links)
- Stochastic and convex orders and lattices of probability measures, with a martingale interpretation (Q1802335) (← links)
- The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
- On Stop-Loss Order and the Distortion Pricing Principle (Q3395502) (← links)
- Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks (Q4461283) (← links)
- The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
- The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator (Q5242512) (← links)
- GAMBLING IN CONTESTS WITH REGRET (Q5739195) (← links)