One-sided maximal inequalities for a stock process (Q2408789): Difference between revisions

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+https://doi.org/10.1016/j.jmaa.2017.01.061
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+W2580472897
@@ Property / OpenAlex ID: W2580472897 / rank @@
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@@ Property / cites work @@
+Bounds for Solutions of Ordinary Differential Equations
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+Q4274905
@@ Property / cites work: Q4274905 / rank @@
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@@ Property / cites work @@
+Optimal stopping and maximal inequalities for geometric Brownian motion
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+Q5569338
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+Comparison theorems for differential equations
@@ Property / cites work: Comparison theorems for differential equations / rank @@
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+Optimal stopping of the maximum process: The maximality principle
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+The Russian option: Reduced regret
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+Q5508310
@@ Property / cites work: Q5508310 / rank @@
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