Pages that link to "Item:Q1593624"

The following pages link to Designing options given the risk: The optimal Skorokhod-embedding problem (Q1593624):

Displaying 9 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)
• The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← 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)