Martingales with given maxima and terminal distributions (Q1813671): Difference between revisions

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Latest revision as of 17:06, 14 May 2024

scientific article
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Martingales with given maxima and terminal distributions
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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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