Pages that link to "Item:Q1802335"
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The following pages link to Stochastic and convex orders and lattices of probability measures, with a martingale interpretation (Q1802335):
Displaying 12 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
- On distribution-free safe layer-additive pricing (Q1265936) (← links)
- Orderings of risks: A comparative study via stop-loss transforms (Q1921975) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- Sampling of probability measures in the convex order by Wasserstein projection (Q2227463) (← links)
- On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466) (← links)
- On Stop-Loss Order and the Distortion Pricing Principle (Q3395502) (← links)
- Optimization and majorization of invariant measures (Q3432117) (← links)
- The Joint Law of a Max-Continuous Local Submartingale and Its Maximum (Q5150155) (← links)
- Ergodic optimization in dynamical systems (Q5235016) (← links)
- SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS (Q5376998) (← links)
