Root to Kellerer (Q5270093): Difference between revisions

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+W2217525565
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+.07690
@@ Property / arXiv ID: 1507.07690 / rank @@
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@@ Property / cites work @@
+On a problem of optimal transport under marginal martingale constraints
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+Mimicking the one-dimensional marginal distributions of processes having an Ito differential
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+An explicit martingale version of the one-dimensional Brenier theorem
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+Peacocks and associated martingales, with explicit constructions
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+Kellerer’s Theorem Revisited
@@ Property / cites work: Kellerer’s Theorem Revisited / rank @@
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+Model-independent hedging strategies for variance swaps
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+ROBUST BOUNDS FOR FORWARD START OPTIONS
@@ Property / cites work: ROBUST BOUNDS FOR FORWARD START OPTIONS / rank @@
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+Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks
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+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
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@@ Property / cites work @@
+Q5306036
@@ Property / cites work: Q5306036 / rank @@
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@@ Property / cites work @@
+Limits of one-dimensional diffusions
@@ Property / cites work: Limits of one-dimensional diffusions / rank @@
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@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
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@@ Property / cites work @@
+The Existence of Certain Stopping Times on Brownian Motion
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+The Existence of Probability Measures with Given Marginals
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@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
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