Peter Spoida

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
An iterated Azéma-Yor type embedding for finitely many marginals
The Annals of Probability
2017-10-05Paper
Martingale inequalities for the maximum via pathwise arguments
Lecture Notes in Mathematics
2016-04-13Paper
The maximum maximum of a martingale with given \(n\) marginals
The Annals of Applied Probability
2016-03-11Paper
Characterization of Market Models in the Presence of Traded Vanilla and Barrier Options
 
2014-11-15Paper


Research outcomes over time


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