Peter Spoida
From MaRDI portal
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!
| Publication | Date of Publication | Type |
|---|---|---|
| An iterated Azéma-Yor type embedding for finitely many marginals The Annals of Probability | 2017-10-05 | Paper |
| Martingale inequalities for the maximum via pathwise arguments Lecture Notes in Mathematics | 2016-04-13 | Paper |
| The maximum maximum of a martingale with given \(n\) marginals The Annals of Applied Probability | 2016-03-11 | Paper |
| Characterization of Market Models in the Presence of Traded Vanilla and Barrier Options | 2014-11-15 | Paper |
Research outcomes over time
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