Pages that link to "Item:Q3086812"
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The following pages link to A Sequence of Albin Type Continuous Martingales with Brownian Marginals and Scaling (Q3086812):
Displaying 5 items.
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Mimicking self-similar processes (Q2515501) (← links)
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)
- On Dupire formula and diffusion with given marginals (Q6630456) (← links)
