The following pages link to Potential Processes (Q4142463):
Displaying 18 items.
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- A counterexample to the Cantelli conjecture through the Skorokhod embedding problem (Q888527) (← links)
- The distribution of Brownian motion in \(R^ n\) at a natural stopping time (Q1156430) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- Embedding of Walsh Brownian motion (Q2021385) (← links)
- A construction of the left-curtain coupling (Q2105148) (← links)
- The potential of the shadow measure (Q2113271) (← links)
- Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
- Computational methods for martingale optimal transport problems (Q2299581) (← links)
- Robust pricing and hedging around the globe (Q2299582) (← links)
- An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
- (Q3857515) (← links)
- Harmonic Functions and Mass Cancellation (Q4172730) (← links)
- Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713) (← links)
- Supermartingale shadow couplings: the decreasing case (Q6178554) (← links)
- A potential-based construction of the increasing supermartingale coupling (Q6187478) (← links)
