The following pages link to Mimicking martingales (Q341613):
Displaying 9 items.
- Canonical supermartingale couplings (Q1621445) (← 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)
- Path properties of a generalized fractional Brownian motion (Q2116490) (← links)
- Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
- The geometry of multi-marginal Skorokhod embedding (Q2174667) (← links)
- On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals (Q5130027) (← links)
- Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)
