Pages that link to "Item:Q2013566"

The following pages link to Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks (Q2013566):

Displaying 17 items.

• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• Canonical supermartingale couplings (Q1621445) (← 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)
• From Bachelier to Dupire via optimal transport (Q2072111) (← links)
• Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
• A construction of the left-curtain coupling (Q2105148) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• A dynamic programming approach to distribution-constrained optimal stopping (Q2170365) (← links)
• The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
• Martingale Benamou-Brenier: a probabilistic perspective (Q2212593) (← links)
• Mean residual life processes and associated submartingales (Q2297315) (← links)
• Multiperiod martingale transport (Q2301489) (← links)
• Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
• Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
• On the Monotonicity Principle of Optimal Skorokhod Embedding Problem (Q2821807) (← links)
• Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
• Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)