Pages that link to "Item:Q2347466"
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The following pages link to On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale (Q2347466):
Displaying 4 items.
- On pathwise counterparts of Doob's maximal inequalities (Q492170) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)