The maximum maximum of a martingale with given \(n\) marginals (Q259564): Difference between revisions
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Latest revision as of 08:54, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum maximum of a martingale with given \(n\) marginals |
scientific article |
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The maximum maximum of a martingale with given \(n\) marginals (English)
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11 March 2016
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maximum process
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martingales
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robust pricing
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hedging
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volatility uncertainty
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optimal transportation
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optimal control
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pathwise inequalities
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lookback option
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