Pages that link to "Item:Q1039155"
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The following pages link to A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion (Q1039155):
Displayed 10 items.
- Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets (Q607068) (← links)
- From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order (Q719087) (← links)
- Quantizations of probability measures and preservation of the convex order (Q900963) (← links)
- Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order (Q1945283) (← links)
- Asian and Australian options: a common perspective (Q1994236) (← links)
- MRL order, log-concavity and an application to peacocks (Q2258825) (← links)
- Construction of peculiar diffusion process having Gaussian marginals (Q2816434) (← links)
- Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks (Q2908748) (← links)
- SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL (Q4608115) (← links)
- MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS (Q5414168) (← links)