The following pages link to Fake exponential Brownian motion (Q2435766):
Displaying 5 items.
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- The Markov-quantile process attached to a family of marginals (Q2065092) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)
- On Dupire formula and diffusion with given marginals (Q6630456) (← links)
