Pages that link to "Item:Q2550253"
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The following pages link to Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales) (Q2550253):
Displaying 50 items.
- On a problem of optimal transport under marginal martingale constraints (Q272939) (← links)
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- A necessary characteristic equation of diffusion processes having Gaussian marginals (Q417176) (← links)
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
- From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order (Q719087) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- A coupling proof of convex ordering for compound distributions (Q782840) (← links)
- Quantizations of probability measures and preservation of the convex order (Q900963) (← links)
- Functions of event variables of a random system with complete connections (Q1241933) (← links)
- Point approximation of a space-homogeneous transport equation (Q1263274) (← links)
- On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options (Q1657477) (← links)
- Martingales associated to peacocks using the curtain coupling (Q1748909) (← links)
- Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
- Bougerol's identity in law and extensions (Q1950172) (← links)
- Peacocks nearby: approximating sequences of measures (Q2000153) (← links)
- Transport plans with domain constraints (Q2045149) (← links)
- The Markov-quantile process attached to a family of marginals (Q2065092) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
- The potential of the shadow measure (Q2113271) (← links)
- Instability of martingale optimal transport in dimension \(\mathrm{d}\ge 2\) (Q2135494) (← links)
- Monotone convex order for the McKean-Vlasov processes (Q2169075) (← links)
- Multi-population phase oscillator networks with higher-order interactions (Q2172752) (← links)
- SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions (Q2182620) (← links)
- The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales (Q2211341) (← links)
- Additive logistic processes in option pricing (Q2238772) (← links)
- MRL order, log-concavity and an application to peacocks (Q2258825) (← links)
- Local volatility dynamic models (Q2271723) (← links)
- A Black-Scholes inequality: applications and generalisations (Q2282961) (← links)
- Weak decreasing stochastic order (Q2405918) (← links)
- Fake exponential Brownian motion (Q2435766) (← links)
- A family of non-Gaussian martingales with Gaussian marginals (Q2478414) (← links)
- A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440) (← links)
- Mimicking self-similar processes (Q2515501) (← links)
- Schwache Konvergenz kanonischer zufälliger Funktionale (Q2557805) (← links)
- Construction of peculiar diffusion process having Gaussian marginals (Q2816434) (← links)
- Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
- Options on realized variance and convex orders (Q2866381) (← links)
- Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks (Q2908748) (← links)
- Comparing Brownian Stochastic Integrals for the Convex Order (Q2946082) (← links)
- A PDE approach to jump-diffusions (Q2994851) (← links)
- On Martingales with Given Marginals and the Scaling Property (Q3086811) (← links)
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- THE RANGE OF TRADED OPTION PRICES (Q3446056) (← links)
- über die HÄufigkeit Markovscher Prozesse (Q4768410) (← links)
- Shadow couplings (Q4992380) (← links)
