Pages that link to "Item:Q1326340"
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The following pages link to The joint law of the maximum and terminal value of a martingale (Q1326340):
Displayed 12 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
- A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596) (← links)
- A class of remarkable submartingales (Q850029) (← links)
- The Azéma-Yor embedding in non-singular diffusions. (Q1766021) (← links)
- The minimum maximum of a continuous martingale with given initial and terminal laws (Q1872282) (← links)
- Pathwise versions of the Burkholder-Davis-Gundy inequality (Q2345124) (← links)
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
- The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk (Q2798586) (← links)
- A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM (Q2799994) (← links)
- Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory (Q2856040) (← links)
- Investing and Stopping (Q5176508) (← links)