Martingales with given maxima and terminal distributions (Q1813671)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales with given maxima and terminal distributions |
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Martingales with given maxima and terminal distributions (English)
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25 June 1992
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stochastic order
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explicit martingale constructions
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sharp martingale and `prophet' inequalities
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