Pages that link to "Item:Q2348736"
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The following pages link to Finite, integrable and bounded time embeddings for diffusions (Q2348736):
Displaying 8 items.
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- The Skorokhod embedding problem for inhomogeneous diffusions (Q2227461) (← links)
- Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
- An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
- On expected utility in optimal stopping of diffusions (Q2661572) (← links)
- Processes That Can Be Embedded in a Geometric Brownian Motion (Q2811893) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- On the continuity of the root barrier (Q5081540) (← links)