Pages that link to "Item:Q2642799"
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The following pages link to A complete characterization of local martingales which are functions of Brownian motion and its maximum (Q2642799):
Displaying 6 items.
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- Penalisation of a stable Lévy process involving its one-sided supremum (Q629787) (← links)
- On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
- An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
- Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
- The functional Meyer–Tanaka formula (Q4584281) (← links)
