Finite, integrable and bounded time embeddings for diffusions (Q2348736): Difference between revisions

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+.3942
@@ Property / arXiv ID: 1306.3942 / rank @@
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+SKOROKHOD EMBEDDINGS IN BOUNDED TIME
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+Normal rank
@@ Property / cites work @@
+Q4747344
@@ Property / cites work: Q4747344 / rank @@
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+Hedging variance options on continuous semimartingales
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+An optimal Skorokhod embedding for diffusions
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+Skorokhod embeddings, minimality and non-centred target distributions
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+Root's barrier: construction, optimality and applications to variance options
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+Q5624436
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+The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
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+On Embedding Right Continuous Martingales in Brownian Motion
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+Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
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+The Azéma-Yor embedding in non-singular diffusions.
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+The Existence of Certain Stopping Times on Brownian Motion
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+Gambling in contests
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+W3099402083
@@ Property / OpenAlex ID: W3099402083 / rank @@
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