Fake exponential Brownian motion (Q2435766): Difference between revisions

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+A continuous non-Brownian motion martingale with Brownian motion marginal distributions
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+DUPIRE'S EQUATION FOR BUBBLES
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+Mimicking the one-dimensional marginal distributions of processes having an Ito differential
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+A family of non-Gaussian martingales with Gaussian marginals
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+Mean stochastic comparison of diffusions
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+The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
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+Peacocks and associated martingales, with explicit constructions
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+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
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+Option price when the stock is a semimartingale
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+Making Markov martingales meet marginals: With explicit constructions
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+On fake Brownian motions
@@ Property / cites work: On fake Brownian motions / rank @@
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+Q4226355
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+Smooth Transition Densities for One-Dimensional Diffusions
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+The Existence of Certain Stopping Times on Brownian Motion
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+Q3657166
@@ Property / cites work: Q3657166 / rank @@
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+Some inequalities with local times in zero of a Brownian motion
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+Publication:2435766