Pages that link to "Item:Q2347466"

The following pages link to On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466):

Displayed 6 items.

• On pathwise counterparts of Doob's maximal inequalities (Q492170) ‎ (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) ‎ (← links)
• Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) ‎ (← links)
• The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) ‎ (← links)
• The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator (Q5242512) ‎ (← links)
• Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) ‎ (← links)