Pages that link to "Item:Q3086813"
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The following pages link to Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813):
Displayed 3 items.
- Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps (Q373844) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Optimal stopping and the sufficiency of randomized threshold strategies (Q1748586) (← links)