Pages that link to "Item:Q980734"

The following pages link to The Skorokhod embedding problem and its offspring (Q980734):

Displaying 50 items.

• The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
• Gambling in contests with random initial law (Q259573) (← links)
• On a problem of optimal transport under marginal martingale constraints (Q272939) (← links)
• An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
• Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
• A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process (Q376688) (← links)
• Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
• Gambling in contests (Q405542) (← links)
• A Dubins type solution to the Skorokhod embedding problem (Q426682) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Robust hedging with proportional transaction costs (Q468414) (← links)
• Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
• Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions (Q482805) (← links)
• Robust pricing and hedging of double no-touch options (Q483935) (← links)
• Statistical Skorohod embedding problem: optimality and asymptotic normality (Q491725) (← links)
• Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
• Time endogeneity and an optimal weight function in pre-averaging covariance estimation (Q523444) (← 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)
• A new approach to strong embeddings (Q664343) (← links)
• Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
• Markov processes on time-like graphs (Q717881) (← links)
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
• Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
• Conformal Skorokhod embeddings and related extremal problems (Q782835) (← links)
• Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
• A class of remarkable submartingales (Q850029) (← links)
• An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes (Q875905) (← links)
• A counterexample to the Cantelli conjecture through the Skorokhod embedding problem (Q888527) (← links)
• Embedding laws in diffusions by functions of time (Q888534) (← links)
• Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping (Q957523) (← links)
• Itô's excursion theory and its applications (Q1000330) (← links)
• Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity (Q1009266) (← links)
• On an explicit Skorokhod embedding for spectrally negative Lévy processes (Q1028617) (← links)
• Canonical supermartingale couplings (Q1621445) (← links)
• Some results on Skorokhod embedding and robust hedging with local time (Q1626510) (← links)
• Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
• From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
• Non-normal limiting distribution for optimal alignment scores of strings in binary alphabets (Q1675349) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
• Structure of optimal martingale transport plans in general dimensions (Q1731886) (← links)
• Size bias for one and all (Q1755506) (← links)
• Market selection: hungry misers and bloated bankrupts (Q1938962) (← links)
• Universality of the asymptotics of the one-sided exit problem for integrated processes (Q1943327) (← links)
• Optimal stopping under probability distortion (Q1948688) (← links)
• Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
• Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
• Symmetric representations of bivariate distributions (Q1950750) (← links)
• Optimal martingale transport between radially symmetric marginals in general dimensions (Q1986007) (← links)