Pages that link to "Item:Q1593624"
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The following pages link to Designing options given the risk: The optimal Skorokhod-embedding problem (Q1593624):
Displayed 8 items.
- Embedding laws in diffusions by functions of time (Q888534) (← links)
- From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- The Azéma-Yor embedding in non-singular diffusions. (Q1766021) (← links)
- General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
- Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
- On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541) (← links)
- Optimal stopping of the maximum process: a converse to the results of Peskir (Q3429334) (← links)