Pages that link to "Item:Q2478414"

The following pages link to A family of non-Gaussian martingales with Gaussian marginals (Q2478414):

Displaying 17 items.

• Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
• A necessary characteristic equation of diffusion processes having Gaussian marginals (Q417176) (← links)
• On the Markov property of some Brownian martingales (Q449234) (← links)
• Symmetric martingales and symmetric smiles (Q734666) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• On fake Brownian motions (Q945453) (← links)
• The Markov-quantile process attached to a family of marginals (Q2065092) (← links)
• From Bachelier to Dupire via optimal transport (Q2072111) (← links)
• Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
• Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
• Fake exponential Brownian motion (Q2435766) (← links)
• A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440) (← links)
• Mimicking self-similar processes (Q2515501) (← links)
• A Sequence of Albin Type Continuous Martingales with Brownian Marginals and Scaling (Q3086812) (← links)
• Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
• On the Uniqueness of Martingales with Certain Prescribed Marginals (Q5299578) (← links)
• Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)