Pages that link to "Item:Q2798586"
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The following pages link to The Joint Law of the Extrema, Final Value and Signature of a Stopped Random Walk (Q2798586):
Displaying 3 items.
- Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) (← links)
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
- PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)
