Pages that link to "Item:Q373844"
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The following pages link to Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844):
Displayed 5 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)